A FILTERING PROBLEM FOR A LINEAR STOCHASTIC EVOLUTION EQUATION DRIVEN BY A FRACTIONAL BROWNIAN MOTION (Q3548296): Difference between revisions
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| Property / cites work: FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES / rank | |||
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| Property / cites work: The Riccati Integral Equations for Optimal Control Problems on Hilbert Spaces / rank | |||
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| Property / cites work: Linear filtering with fractional brownian motion / rank | |||
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Latest revision as of 22:40, 28 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A FILTERING PROBLEM FOR A LINEAR STOCHASTIC EVOLUTION EQUATION DRIVEN BY A FRACTIONAL BROWNIAN MOTION |
scientific article |
Statements
A FILTERING PROBLEM FOR A LINEAR STOCHASTIC EVOLUTION EQUATION DRIVEN BY A FRACTIONAL BROWNIAN MOTION (English)
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11 December 2008
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fractional linear filtering
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fractional stochastic evolution equation
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infinite-dimensional fractional Brownian motion
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innovation process
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