Filtering of stochastic delayed differential equations in Hilbert spaces

DOI10.4310/CIS.2021.v21.n4.a2zbMath1491.60102WikidataQ115205191 ScholiaQ115205191MaRDI QIDQ2048487

V. Kubelka, Bohdan Maslowski

Publication date: 6 August 2021

Published in: Communications in Information and Systems (Search for Journal in Brave)

zbMATH Keywords

Hilbert spacefractional Brownian motionfilteringstochastic delayed differential equationsGauss-Volterra process

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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