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
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