Nonlinear Filtering with Fractional Brownian Motion Noise (Q4678745)
From MaRDI portal
scientific article; zbMATH DE number 2171197
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear Filtering with Fractional Brownian Motion Noise |
scientific article; zbMATH DE number 2171197 |
Statements
Nonlinear Filtering with Fractional Brownian Motion Noise (English)
0 references
23 May 2005
0 references
Kushner-FKK equation
0 references
martingale problem
0 references
Zakai equation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
