Optimal filtration for systems with fractional Brownian noises (Q3411272)
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scientific article; zbMATH DE number 5079348
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| English | Optimal filtration for systems with fractional Brownian noises |
scientific article; zbMATH DE number 5079348 |
Statements
8 December 2006
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filtering
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fractional Brownian motion
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Hurst parametern t
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0.9446296691894532
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0.8845136761665344
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0.8840472102165222
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0.8834242224693298
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0.8552893996238708
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