Anna Amirdjanova

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Abstract. 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 (H1, H2) with 0.5 < H1, H2 < 1, is studied and a suitable version of the Bayes’ formula for the optimal filter is obtained. Two types of spatial “fractional” analogues of the(More)
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