Filtering of stochastic delayed differential equations in Hilbert spaces

DOI10.4310/CIS.2021.V21.N4.A2MaRDI QIDQ2048487zbMATH OpenWikidataFDO

Authors V. Kubelka, B. Maslowski

Publication date 6 August 2021

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

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)

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(4)

• scientific article; zbMATH DE number 4042965 (Why is no real title available?)
• scientific article; zbMATH DE number 2217321 (Why is no real title available?)
• Finite dimensional filters for nonlinear stochastic difference equations with multiplicative noises
• Filtering of Gaussian processes in Hilbert spaces

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