Large deviations for optimal filtering with fractional Brownian motion
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Publication:2444644
DOI10.1016/j.spa.2013.02.012zbMath1295.60049OpenAlexW2003495467MaRDI QIDQ2444644
Publication date: 10 April 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2013.02.012
Fractional processes, including fractional Brownian motion (60G22) Signal detection and filtering (aspects of stochastic processes) (60G35) Large deviations (60F10)
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