Prediction and linear filtering with sub-fractional Brownian motion (Q5506142)
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scientific article; zbMATH DE number 5499139
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Prediction and linear filtering with sub-fractional Brownian motion |
scientific article; zbMATH DE number 5499139 |
Statements
28 January 2009
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optimal mean-square estimate
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prediction formula
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linear filtering
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subfractional Brownian motion
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Wiener integral
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0.8208721876144409
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0.8205798268318176
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0.8173848390579224
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0.8070764541625977
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