A FILTERING PROBLEM FOR A LINEAR STOCHASTIC EVOLUTION EQUATION DRIVEN BY A FRACTIONAL BROWNIAN MOTION (Q3548296)
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scientific article; zbMATH DE number 5382045
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| English | A FILTERING PROBLEM FOR A LINEAR STOCHASTIC EVOLUTION EQUATION DRIVEN BY A FRACTIONAL BROWNIAN MOTION |
scientific article; zbMATH DE number 5382045 |
Statements
A FILTERING PROBLEM FOR A LINEAR STOCHASTIC EVOLUTION EQUATION DRIVEN BY A FRACTIONAL BROWNIAN MOTION (English)
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11 December 2008
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fractional linear filtering
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fractional stochastic evolution equation
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infinite-dimensional fractional Brownian motion
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innovation process
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0.8471778035163879
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0.8466870188713074
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0.8383947610855103
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0.8375032544136047
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0.8361673951148987
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