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scientific article; zbMATH DE number 6945551
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scientific article; zbMATH DE number 6945551

    Statements

    publication date
    28 September 2018
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    zbMATH Keywords
    fractional Brownian motion
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    linear systems
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    optimal filtering
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    Kalman-Bucy filter
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    innovation process
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    Identifiers

    Mathematics Subject Classification ID
    62M05
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    60G22
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    60G35
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    62M20
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    zbMATH DE Number
    6945551
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