Linear filtering with fractional Brownian motion in the signal and observation processes.
Kleptsyna, M.L., Kloeden, P.E., Anh, V.V. (1999)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Kleptsyna, M.L., Kloeden, P.E., Anh, V.V. (1999)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Beghin, Luisa (2008)
Electronic Journal of Probability [electronic only]
Similarity:
Constantin Tudor, Maria Tudor (2007)
Open Mathematics
Similarity:
Tudor, Ciprian A., Viens, Frederi G. (2003)
Electronic Journal of Probability [electronic only]
Similarity:
Li, Ming (2010)
Mathematical Problems in Engineering
Similarity:
Hahn, Marjorie, Umarov, Sabir (2011)
Fractional Calculus and Applied Analysis
Similarity:
MSC 2010: 26A33, 35R11, 35R60, 35Q84, 60H10 Dedicated to 80-th anniversary of Professor Rudolf Gorenflo There is a well-known relationship between the Itô stochastic differential equations (SDEs) and the associated partial differential equations called Fokker-Planck equations, also called Kolmogorov equations. The Brownian motion plays the role of the basic driving process for SDEs. This paper provides fractional generalizations of the triple relationship between the driving...
Zili, Mounir (2006)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Lanjri Zadi, Noureddine, Nualart, David (2003)
Electronic Communications in Probability [electronic only]
Similarity:
Cheridito, Patrick, Kawaguchi, Hideyuki, Maejima, Makoto (2003)
Electronic Journal of Probability [electronic only]
Similarity:
Mainardi, Francesco, Mura, Antonio, Pagnini, Gianni (2010)
International Journal of Differential Equations
Similarity:
Boufoussi, Brahim, Ouknine, Youssef (2003)
Electronic Communications in Probability [electronic only]
Similarity:
Ahmad, Bashir, Nieto, Juan J. (2010)
International Journal of Differential Equations
Similarity: