Nonlinear filtering with fractional Brownian motion noise

Stochastic Analysis and Applications

Volumn 23, Issue 1, 2005, Pages 55-67

  Xiong, Jie ^a   Zhao, Xingqiu ^b  

^a UNIVERSITY OF TENNESSEE   (United States)

^b UNIVERSITY OF ALBERTA   (Canada)

Author keywords

Fractional Brownian motions; Kushner FKK equation; Martingale problem; Nonlinear filtering; Zakai equation

Indexed keywords

EID: 15244356933     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1081/SAP-200044429     Document Type: Article

References (19)

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