Filtering of stochastic delayed differential equations in Hilbert spaces
The aim of the present paper is to summarize and extend the authors and their co-authors recent results where the problem of filtering for general Gaussian processes has been solved and applied to linear non-Markovian SPDEs driven by Gauss-Volterra noise. As an application the authors consider the case of the stochastic delayed equations.
stochastic delayed differential equations
scientific article; zbMATH DE number 7379493