Nonlinear Filtering with Fractional Brownian Motion Noise (Q4678745)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Nonlinear Filtering with Fractional Brownian Motion Noise |
scientific article; zbMATH DE number 2171197
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Nonlinear Filtering with Fractional Brownian Motion Noise |
scientific article; zbMATH DE number 2171197 |
Statements
Nonlinear Filtering with Fractional Brownian Motion Noise (English)
0 references
23 May 2005
0 references
Kushner-FKK equation
0 references
martingale problem
0 references
Zakai equation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9176298379898072
0 references
0.9175313711166382
0 references
0.8884198069572449
0 references
0.8856616616249084
0 references
