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A FILTERING PROBLEM FOR A LINEAR STOCHASTIC EVOLUTION EQUATION DRIVEN BY A FRACTIONAL BROWNIAN MOTION
GRECKSCH, WILFRIED, TUDOR, CONSTANTINVolume:
8
Language:
english
Journal:
Stochastics and Dynamics
DOI:
10.1142/S021949370800238X
Date:
September, 2008
File:
PDF, 253 KB
english, 2008