Anna Amirdjanova

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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 (H 1 , H 2) with 0.5 < H 1 , H 2 < 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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