Parameter-dependent filtering of Gaussian processes in Hilbert spaces
DOI10.1080/07362994.2022.2080078zbMATH Open1515.60105OpenAlexW4281728715WikidataQ114100292 ScholiaQ114100292MaRDI QIDQ6135045FDOQ6135045
Authors: V. Kubelka, B. Maslowski, Ondrej Tybl 
Publication date: 25 July 2023
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2022.2080078
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Cites Work
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- Stochastic differential equations for the non linear filtering problem
- Interpolation in $L^{p}$ with boundary conditions
- Optimal linear filtering of general multidimensional Gaussian processes and its application to Laplace transforms of quadratic functionals
- Ergodicity and parameter estimates for Infinite-dimensional fractional Ornstein-Uhlenbeck process
- ASYMPTOTIC PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR FOR STOCHASTIC PARABOLIC EQUATIONS WITH ADDITIVE FRACTIONAL BROWNIAN MOTION
- Linear filtering with fractional brownian motion
- Totally Bounded Sets of Precompact Linear Operators
- Filtering of Gaussian processes in Hilbert spaces
- Infinite-dimensional filtering: The Kalman\3-Bucy filter in Hilbert space
- An elementary approach to filtering in systems with fractional Brownian observation noise
- Central limit theorems and minimum-contrast estimators for linear stochastic evolution equations
- Linear stochastic differential equations driven by Gauss-Volterra processes and related linear-quadratic control problems
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