Filtering of stochastic delayed differential equations in Hilbert spaces

Abstrakt

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.

Klíčová slova

• stochastic evolution equations
• filtering
• Gauss-Volterra processes