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"Linear Filtering with Fractional Noises: Large Time and Small Noise ..."

Danielle Afterman et al. (2022)

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DOI: 10.1137/20M1360359

access: closed

type: Journal Article

metadata version: 2022-06-30

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  - journals/siamco/AftermanCKM22
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  - https://dblp.org/rec/journals/siamco/AftermanCKM22
Danielle Afterman, Pavel Chigansky, Marina L. Kleptsyna, Dmytro A. Marushkevych:
Linear Filtering with Fractional Noises: Large Time and Small Noise Asymptotics. SIAM J. Control. Optim. 60(3): 1463-1487 (2022)

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