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Publication:3589393

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zbMath1205.60103MaRDI QIDQ3589393

Anna Amirdjanova

Publication date: 20 September 2010

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

multiple stochastic integral Gaussian random field fractional Brownian sheet transfer principle

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Gaussian processes (60G15) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic integrals (60H05)

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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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