Fixed-Point Smoothing of Scalar Diffusions II: The Error of the Optimal Smoother

Ben-Zion Bobrovsky, Y. Steinberg, Z. Schuss. Fixed-Point Smoothing of Scalar Diffusions II: The Error of the Optimal Smoother. SIAM Journal of Applied Mathematics, 61(4):1431-1444, 2001. [doi]

Abstract

Abstract is missing.