Fractional Diffusion with Partial Observations (Q2890081)

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Fractional Diffusion with Partial Observations
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    title
    Fractional Diffusion with Partial Observations (English)
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    author
    Alexandre Brouste
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    Alexandre Popier
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    publication date
    8 June 2012
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    Mathematics Subject Classification ID
    62F12
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    60G22
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    60J60
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    62K05
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    62M09
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    zbMATH DE Number
    6044171
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    zbMATH Keywords
    experiment design
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    fractional diffusion
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    Kalman-Bucy filtering
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    MLE
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