Communications in Information and Systems

Volume 21 (2021)

Number 4

Filtering of stochastic delayed differential equations in Hilbert spaces

Pages: 537 – 559

DOI: https://dx.doi.org/10.4310/CIS.2021.v21.n4.a2

Authors

V. Kubelka (Faculty of Mathematics and Physics, Charles University, Prague, Czech Republic)

B. Maslowski (Faculty of Mathematics and Physics, Charles University, Prague, Czech Republic)

Abstract

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.

Full Text (PDF format)

This research was partially suported by GAUK Grant no. 980218, Czech Science Foundation (GAČR) Grant no. 19-07140S and by the SVV Grant No. 260454.

Received 5 August 2020

Published 4 June 2021