Pages that link to "Item:Q2706908"

The following pages link to General approach to filtering with fractional brownian noises — application to linear systems (Q2706908):

Displaying 20 items.

• Effective signal extraction via local polynomial approximation under long-range dependency conditions (Q722283) (← links)
• Insurance control for classical risk model with fractional Brownian motion perturbation (Q1004262) (← links)
• Kalman type filter under stationary noises (Q1932741) (← links)
• Insider trading equilibrium in a market with memory (Q1938986) (← links)
• On the anticipative nonlinear filtering problem and its stability (Q2045123) (← links)
• Insider trading with memory under random deadline (Q2240173) (← links)
• Stochastic integrals and evolution equations with Gaussian random fields (Q2272165) (← links)
• Large deviations for optimal filtering with fractional Brownian motion (Q2444644) (← links)
• Linear filtering of systems with memory and application to finance (Q2498195) (← links)
• Local asymptotic normality and estimation via Kalman-Bucy filter for linear systems driven by fractional Brownian motions (Q3185985) (← links)
• On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation (Q3373739) (← links)
• Solving SPDEs driven by colored noise: A chaos approach (Q3533903) (← links)
• About the linear-quadratic regulator problem under a fractional Brownian perturbation (Q4405589) (← links)
• Maximum Likelihood Estimation in Partially Observed Stochastic Differential System Driven by a Fractional Brownian Motion (Q4421479) (← links)
• Asymptotic expansions of solutions of stochastic differential equations driven by multivariate fractional Brownian motions having Hurst indices greater than 1/3 (Q4634144) (← links)
• Nonlinear Filtering with Fractional Brownian Motion Noise (Q4678745) (← links)
• Sequential Testing for Simple Hypotheses for Processes Driven by Fractional Brownian Motion (Q4681137) (← links)
• (Q4684388) (← links)
• Linear Filtering with Fractional Noises: Large Time and Small Noise Asymptotics (Q5081090) (← links)
• Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation (Q5190278) (← links)