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Publication:2707626
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zbMath0973.93055MaRDI QIDQ2707626

Leszek Gawarecki, Vidyadhar Mandrekar

Publication date: 3 April 2001


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

fractional Brownian motionnonlinear filteringKallianpur-Striebel formulaZakai type equation


Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10)


Related Items (4)

Stochastic evolution equations for nonlinear filtering of random fields in the presence of fractional Brownian sheet observation noise ⋮ New method for optimal nonlinear filtering of noisy observations by multiple stochastic fractional integral expansions ⋮ Large deviations for optimal filtering with fractional Brownian motion ⋮ Identification of a Markovian system with observations corrupted by a fractional Brownian motion







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