• Title of article

    Nonlinear smoothing for random fields

  • Author/Authors

    Aihara، نويسنده , , Shin Ichi and Bagchi، نويسنده , , Arunabha، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1995
  • Pages
    16
  • From page
    143
  • To page
    158
  • Abstract
    Stochastic nonlinear elliptic partial differential equations with white noise disturbances are studied in the countably additive measure set up. Introducing the Onsager-Machlup function to the system model, the smoothing problem for maximizing the modified likelihood functional is solved and the explicit form of nonlinear smoother is presented in the finitely additive observation noise set up.
  • Keywords
    93E10 , Stochastic nonlinear elliptic equation , 93E12 , Smoothing , Maximum likelihood estimate , Finitely additive white noise
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    1995
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1575616