scientific article; zbMATH DE number 2134059

MaRDI QIDQ3159199zbMATH OpenFDO

Authors B. Pasik-Duncan

Publication date 15 February 2005

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Brownian motion (60J65)

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• Identification of a Markovian system with observations corrupted by a fractional Brownian motion
• Identification of filtered white noises
• Identification for Linear Stochastic Systems Driven by Fractional Brownian Motion
• An identification problem for systems with additive fractional Brownian field
• A note on optimal state estimation for a fractional linear system
• Solutions of linear and semilinear distributed parameter equations with a fractional Brownian motion
• Parametric estimation for linear system of stochastic differential equations driven by fractional Brownian motions with different Hurst indices
• The parameter identification of stochastic dynamical system driven by multiplicative mixed fractional Brownian motion
• Identification of multifractional Brownian motion

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