REVERSE TIME DIFFUSIONS

被引:13
作者
ELLIOTT, RJ [1 ]
ANDERSON, BDO [1 ]
机构
[1] AUSTRALIAN NATL UNIV, DEPT SYST ENGN, CANBERRA, ACT 2601, AUSTRALIA
关键词
D O I
10.1016/0304-4149(85)90034-1
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:327 / 339
页数:13
相关论文
共 14 条
[1]  
Anderson B. D., 1982, STOCH PROC APPL, V12, P313
[2]   REVERSE-TIME DIFFUSION-PROCESSES [J].
CASTANON, DA .
IEEE TRANSACTIONS ON INFORMATION THEORY, 1982, 28 (06) :953-956
[3]  
Chung K.L., 1969, ACTA MATH, V123, P225
[4]  
CLARKE JMC, 1973, GEOMETRIC METHODS SY
[5]  
Gelfand I. M., 1964, GENERALIZED FUNCTION, V1
[6]  
HERMANN R, 1968, DIFFERENTIAL GEOMETR
[7]  
ITO K, 1978, 1976 P INT S STOCH D, P95
[8]   STOCHASTIC REALIZATION PROBLEM [J].
LINDQUIST, A ;
PICCI, G .
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1979, 17 (03) :365-389
[9]  
McKean H. P, 1969, STOCHASTIC INTEGRALS
[10]  
STRICKER C, 1975, LECTURE NOTES MATH, V465