Time-reversal of diffusion processes and non-linear smoothing
- 6 February 2006
- book chapter
- Published by Springer Nature
- p. 171-181
- https://doi.org/10.1007/bfb0043398
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Équations du filtrage non linéaire de la prédiction et du lissageStochastics, 1982
- On the fixed-interval smoothing problemStochastics, 1981
- Stochastic partial differential equations and filtering of diffusion processesStochastics, 1980
- A solution of the smoothing problem for linear dynamic systemsAutomatica, 1966