Filtering of stochastic delayed differential equations in Hilbert spaces (Q2048487)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Filtering of stochastic delayed differential equations in Hilbert spaces |
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Filtering of stochastic delayed differential equations in Hilbert spaces (English)
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6 August 2021
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The aim of the present paper is to summarize and extend the authors and their co-authors recent results where the problem of filtering for general Gaussian processes has been solved and applied to linear non-Markovian SPDEs driven by Gauss-Volterra noise. As an application the authors consider the case of the stochastic delayed equations.
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filtering
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stochastic delayed differential equations
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Hilbert space
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Gauss-Volterra process
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fractional Brownian motion
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