| Article ID: | iaor20001894 |
| Country: | United States |
| Volume: | 12 |
| Issue: | 1 |
| Start Page Number: | 85 |
| End Page Number: | 90 |
| Publication Date: | Jan 1999 |
| Journal: | Journal of Applied Mathematics and Stochastic Analysis |
| Authors: | Kleptsyna M.L., Kloeden P.E., Anh V.V. |
| Keywords: | Linear filtering |
Integral equations for the mean-square estimate are obtained for the linear filtering problem, in which the noise generating the signal is a fractional Brownian motion with Hurst index