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Publication:3645228
zbMath1274.60117MaRDI QIDQ3645228
M. Viot, Marina Kleptsyna, Alain Le Breton
Publication date: 16 November 2009
Full work available at URL: https://eudml.org/doc/40457
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
fractional Brownian motionasymptotic varianceoptimal filteringfiltering errorhomogeneous linear system
Inference from stochastic processes and prediction (62M20) Gaussian processes (60G15) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)
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