Publication:2707626
From MaRDI portal
zbMath0973.93055MaRDI QIDQ2707626
Leszek Gawarecki, Vidyadhar Mandrekar
Publication date: 3 April 2001
Related Items
Identification of a Markovian system with observations corrupted by a fractional Brownian motion, Stochastic evolution equations for nonlinear filtering of random fields in the presence of fractional Brownian sheet observation noise, New method for optimal nonlinear filtering of noisy observations by multiple stochastic fractional integral expansions, Large deviations for optimal filtering with fractional Brownian motion