Fractional generalizations of Zakai equation and some solution methods
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Publication:1799742
DOI10.1515/fca-2018-0020zbMath1401.60070OpenAlexW2807774408MaRDI QIDQ1799742
Fred Daum, Sabir R. Umarov, Kenric P. Nelson
Publication date: 19 October 2018
Published in: Fractional Calculus \& Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://digitalcommons.newhaven.edu/mathematics-facpubs/19
particle flowfractional filteringfractional Fokker-Planck-Kolmogorov equationfractional Zakai equation
Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Foundations of stochastic processes (60G05) Fractional partial differential equations (35R11) Fokker-Planck equations (35Q84)
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