Filtering of stochastic delayed differential equations in Hilbert spaces

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F21%3A10437208" target="_blank" >RIV/00216208:11320/21:10437208 - isvavai.cz</a>
Result on the web
<a href="https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=j-SZXEfzS-" target="_blank" >https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=j-SZXEfzS-</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.4310/CIS.2021.v21.n4.a2" target="_blank" >10.4310/CIS.2021.v21.n4.a2</a>

Result language
angličtina
Original language name
Filtering of stochastic delayed differential equations in Hilbert spaces
Original language description
Some recent results on filtering for infinite-dimensional Gaussian processes and their applications to linear SPDEs, driven by Gauss-Volterra processes and fractional Brownian motions, are summarized and slightly extended to be applicable to stochastic delayed linear evolution equations.
Czech name
—
Czech description
—

Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
10103 - Statistics and probability

Project
<a href="/en/project/GA19-07140S" target="_blank" >GA19-07140S: Stochastic Evolution Equations and Space-Time Systems</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2021
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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