Fractional generalizations of filtering problems and their associated fractional Zakai equations (Q2939459)

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Fractional generalizations of filtering problems and their associated fractional Zakai equations
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    Fractional generalizations of filtering problems and their associated fractional Zakai equations (English)
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    22 January 2015
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    stochastic differential equation
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    filtering problem
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    Zakai equation
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    Lévy process
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    stable subordinator
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    fractional derivative
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    pseudo-differential operator
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