Nonlinear smoothing for random fields

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.

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Year of publication:	1995
Authors:	Aihara, Shin Ichi ; Bagchi, Arunabha
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 55.1995, 1, p. 143-158
Publisher:	Elsevier
Keywords:	93E10 93E12 Stochastic nonlinear elliptic equation Smoothing Finitely additive white noise Maximum likelihood estimate

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10008872714