New method for optimal nonlinear filtering of noisy observations by multiple stochastic fractional integral expansions (Q2426014)

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New method for optimal nonlinear filtering of noisy observations by multiple stochastic fractional integral expansions
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    New method for optimal nonlinear filtering of noisy observations by multiple stochastic fractional integral expansions (English)
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    17 April 2008
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    Gaussian process
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    multiple stochastic integral
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    nonlinear filtering
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    fractional Brownian motion
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    Zakai equation
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