Representations of the optimal filter in the context of nonlinear filtering of random fields with fractional noise (Q2270879): Difference between revisions

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Representations of the optimal filter in the context of nonlinear filtering of random fields with fractional noise
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    Representations of the optimal filter in the context of nonlinear filtering of random fields with fractional noise (English)
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    29 July 2009
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    Gaussian random field
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    multiparameter martingale
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    nonlinear filtering
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    fractional Wiener sheet
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    multiple stochastic integral
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