The following pages link to (Q2769687):
Displayed 7 items.
- Martingale transforms and Girsanov theorem for long-memory Gaussian processes (Q1612950) (← links)
- Representations of the optimal filter in the context of nonlinear filtering of random fields with fractional noise (Q2270879) (← links)
- Stochastic evolution equations for nonlinear filtering of random fields in the presence of fractional Brownian sheet observation noise (Q2425456) (← links)
- New method for optimal nonlinear filtering of noisy observations by multiple stochastic fractional integral expansions (Q2426014) (← links)
- General approach to filtering with fractional brownian noises — application to linear systems (Q2706908) (← links)
- Filtering of Gaussian processes in Hilbert spaces (Q5114817) (← links)
- Parameter-dependent filtering of Gaussian processes in Hilbert spaces (Q6135045) (← links)