Nonlinear smoothing for random fields

Shin Ichi Aihara and Arunabha Bagchi

Stochastic Processes and their Applications, 1995, vol. 55, issue 1, 143-158

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; 93E12; Stochastic; nonlinear; elliptic; equation; Smoothing; Finitely; additive; white; noise; Maximum; likelihood; estimate (search for similar items in EconPapers)
Date: 1995
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