Fractional Generalizations of Zakai Equation and Some Solution Methods

Authors

Sabir Umarov, University of New HavenFollow
Fred Daum, Raytheon
Kenric Nelson, Boston University

Author URLs

Professor Umarov's Faculty Profile

Document Type

Article

Publication Date

4-2018

Subject: LCSH

Fractional calculus

Disciplines

Mathematics

Abstract

The paper discusses fractional generalizations of Zakai equations arising in filtering problems. The derivation of the fractional Zakai equation, existence and uniqueness of its solution, as well as some methods of solution to the fractional filtering problem, including fractional version of the particle flow method, are presented.

Comments

MSC 2010: Primary 60G35; Secondary 35R11, 93E10, 60G05, 35Q84

This is the final version of the article published in

Fract. Calc. Appl. Anal., 21(2), pp. 336-353, watermarked for non-commercial sharing by the author. The original publication is located at http://dx.doi.org/10.1515/fca-2018-0020

DOI

10.1515/fca-2018-0020

Repository Citation

Umarov, Sabir; Daum, Fred; and Nelson, Kenric, "Fractional Generalizations of Zakai Equation and Some Solution Methods" (2018). Mathematics Faculty Publications. 19.
https://digitalcommons.newhaven.edu/mathematics-facpubs/19

Publisher Citation

Umarov, S., Daum, F. & Nelson, K. (2018). Fractional generalizations of Zakai equation and some solution methods. Fractional Calculus and Applied Analysis, 21(2), pp. 336-353.