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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]
Possibly Related PublicationsThe following publications are possibly variants of this publication: Fixed-Point Smoothing of Scalar Diffusions II: The Error of the Optimal SmootherBen-Zion Bobrovsky, Y. Steinberg, Z. Schuss. siamam, 61(4):1431-1444, 2001. [doi]
The following publications are possibly variants of this publication: