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Filtering of Gaussian processes in Hilbert spaces - MaRDI portal

Filtering of Gaussian processes in Hilbert spaces (Q5114817)

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scientific article; zbMATH DE number 7215229
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English
Filtering of Gaussian processes in Hilbert spaces
scientific article; zbMATH DE number 7215229

    Statements

    title
    Filtering of Gaussian processes in Hilbert spaces (English)
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    author
    V. Kubelka
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    Bohdan Maslowski
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    publication date
    26 June 2020
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    zbMATH Keywords
    Kalman-Bucy filter
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    stochastic evolution equations
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    Gaussian processes
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    cites work
    Q2769687
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    Q4522393
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    Q4522401
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    Identifiers

    Mathematics Subject Classification ID
    60G15
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    60G35
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    60H15
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    zbMATH DE Number
    7215229
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    arXiv ID
    1903.11464
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    OpenAlex ID
    W3106009122
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