Linear filtering with fractional noises: large time and small noise asymptotics (Q5081090)
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scientific article; zbMATH DE number 7535624
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| English | Linear filtering with fractional noises: large time and small noise asymptotics |
scientific article; zbMATH DE number 7535624 |
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Linear Filtering with Fractional Noises: Large Time and Small Noise Asymptotics (English)
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1 June 2022
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stochastic filtering
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fractional Brownian motion
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asymptotic analysis
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0.8886048793792725
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0.8830710649490356
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0.8824835419654846
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