Fixed-Point Smoothing of Scalar Diffusions I: An Asymptotically Optimal Smoother

Yossef Steinberg, Ben-Zion Bobrovsky, Zeev Schuss. Fixed-Point Smoothing of Scalar Diffusions I: An Asymptotically Optimal Smoother. SIAM Journal of Applied Mathematics, 54(3):833-853, 1994. [doi]

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