Stochastic evolution equations for nonlinear filtering of random fields in the presence of fractional Brownian sheet observation noise

Details Stochastic evolution equations for nonlinear filtering of random fields in the presence of fractional Brownian sheet observation noise Stochastic evolution equations for nonlinear filtering of random fields in the presence of fractional Brownian sheet observation noise

2007-07-26

arxiv.org/abs/0707.3856v1

Mathematics

Probability

24 pages

Scientific paper

The problem of nonlinear filtering of a random field observed in the presence of a noise, modeled by a persistent fractional Brownian sheet of Hurst index $(H_1,H_2)$ with $0.5

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