Nonlinear Filtering with Fractional Brownian Motion Noise
DOI10.1081/SAP-200044429zbMATH Open1068.60059OpenAlexW2123913724MaRDI QIDQ4678745FDOQ4678745
Authors: Xingqiu Zhao, Jie Xiong 
Publication date: 23 May 2005
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/sap-200044429
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Cited In (16)
- A nonlinear filter with fractional Gaussian noise
- Nonlinear filtering of stochastic dynamical systems with Lévy noises
- Title not available (Why is that?)
- Large deviations for optimal filtering with fractional Brownian motion
- On the fractional stochastic filtering
- Linear filtering with fractional noises: large time and small noise asymptotics
- A Bayes Formula for Gaussian Noise Processes and its Applications
- Nonlinear filtering with fractional Brownian motion
- Identification of a Markovian system with observations corrupted by a fractional Brownian motion
- Nonlinear filtering and fractional Brownian motion
- Representations of the optimal filter in the context of nonlinear filtering of random fields with fractional noise
- On the anticipative nonlinear filtering problem and its stability
- Nonlinear filtering with fractional Brownian motion
- New method for optimal nonlinear filtering of noisy observations by multiple stochastic fractional integral expansions
- Stochastic evolution equations for nonlinear filtering of random fields in the presence of fractional Brownian sheet observation noise
- Fractional generalizations of Zakai equation and some solution methods
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