Filtering of stochastic delayed differential equations in Hilbert spaces
type: Item
instance of: scholarly article
title: Filtering of stochastic delayed differential equations in Hilbert spaces
zbMATH Open document ID: 1491.60102
author: V. Kubelka
author: B. Maslowski
published in: Communications in Information and Systems
publication date: 2021-08-06T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60G35
zbMATH DE Number: 7379493
zbMATH Keywords: filtering
zbMATH Keywords: stochastic delayed differential equations
zbMATH Keywords: Hilbert space
zbMATH Keywords: Gauss-Volterra process
zbMATH Keywords: fractional Brownian motion
reviewed by: Anatoliy Swishchuk
MaRDI profile type: Publication
Wikidata QID: Q115205191
DOI: 10.4310/CIS.2021.V21.N4.A2
description: scientific article; zbMATH DE number 7379493