Fractional generalizations of filtering problems and their associated fractional Zakai equations (Q2939459)
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scientific article; zbMATH DE number 6389428
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| English | Fractional generalizations of filtering problems and their associated fractional Zakai equations |
scientific article; zbMATH DE number 6389428 |
Statements
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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0.9055578112602234
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0.8512101173400879
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0.8496514558792114
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0.8493306040763855
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