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A Nonlinear Filter with Fractional Gaussian Noise - MaRDI portal

A Nonlinear Filter with Fractional Gaussian Noise (Q3005162)

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English
A Nonlinear Filter with Fractional Gaussian Noise
scientific article

    Statements

    title
    A Nonlinear Filter with Fractional Gaussian Noise (English)
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    author
    Robert J. Elliott
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    Jia Deng
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    publication date
    7 June 2011
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    zbMATH Keywords
    change of measure
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    fractional Gaussian noise
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    nonlinear filter
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    Identifiers

    Mathematics Subject Classification ID
    93E11
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    60G22
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    93E10
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    zbMATH DE Number
    5904655
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    OpenAlex ID
    W2084488528
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