Smoothing for a finite state Markov process
- 10 October 2005
- book chapter
- Published by Springer Nature
- p. 197-206
- https://doi.org/10.1007/bfb0005075
Abstract
No abstract availableKeywords
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- On backward stochastic differential equationsStochastics, 1982
- Equations of non-linear filtering; and application to stochastic control with partial observationPublished by Springer Nature ,1982
- Stochastic partial differential equations connected with non-linear filteringPublished by Springer Nature ,1982
- Stochastic partial differential equations and filtering of diffusion processesStochastics, 1980