Nonlinear smoothing for random fields
نویسنده
چکیده
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. AMS(MOS) Classifications: 93E10, 93E12
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