Filtering of stochastic delayed differential equations in Hilbert spaces

DOI10.4310/CIS.2021.V21.N4.A2zbMATH Open1491.60102WikidataQ115205191 ScholiaQ115205191MaRDI QIDQ2048487FDOQ2048487

Authors: V. Kubelka, B. Maslowski 

Publication date: 6 August 2021

Published in: Communications in Information and Systems (Search for Journal in Brave)

Recommendations

• Filtering of Gaussian processes in Hilbert spaces
• Linear Filtering for Time-Delay Systems
• Filtering for linear systems involving time delays in the noise process
• Parameter-dependent filtering of Gaussian processes in Hilbert spaces
• Estimation of the solutions of linear stochastic integral equations

zbMATH Keywords

fractional Brownian motionHilbert spacefilteringstochastic delayed differential equationsGauss-Volterra process

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cited In (4)

• Title not available (Why is that?)
• Finite dimensional filters for nonlinear stochastic difference equations with multiplicative noises
• Filtering of Gaussian processes in Hilbert spaces
• Title not available (Why is that?)

This page was built for publication: Filtering of stochastic delayed differential equations in Hilbert spaces

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2048487)