Large deviations for optimal filtering with fractional Brownian motion
Year of publication: |
2013
|
---|---|
Authors: | Maroulas, Vasileios ; Xiong, Jie |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 123.2013, 6, p. 2340-2352
|
Publisher: |
Elsevier |
Subject: | Nonlinear filtering | Fractional Brownian motion | Large deviations |
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