Linear filtering with fractional Brownian motion in the signal and observation processes.
Kleptsyna, M.L. ; Kloeden, P.E. ; Anh, V.V.
Journal of Applied Mathematics and Stochastic Analysis, Tome 12 (1999), p. 85-90 / Harvested from The Electronic Library of Mathematics
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Publié le : 1999-01-01
DOI : https://doi.org/10.1155/S1048953399000076
EUDML-ID : urn:eudml:doc:48326 
@article{01343142,
     title = {Linear filtering with fractional Brownian motion in the signal and observation processes.},
     journal = {Journal of Applied Mathematics and Stochastic Analysis},
     volume = {12},
     year = {1999},
     pages = {85-90},
     doi = {10.1155/S1048953399000076},
     zbl = {0930.93075},
     language = {en},
     url = {http://dml.mathdoc.fr/item/01343142}
}

Kleptsyna, M.L.; Kloeden, P.E.; Anh, V.V. Linear filtering with fractional Brownian motion in the signal and observation processes.. Journal of Applied Mathematics and Stochastic Analysis, Tome 12 (1999) pp. 85-90. doi : 10.1155/S1048953399000076. http://gdmltest.u-ga.fr/item/01343142/