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.
Umarov, Sabir; Daum, Fred; and Nelson, Kenric, "Fractional Generalizations of Zakai Equation and Some Solution Methods" (2018). Mathematics Faculty Publications. 19.
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.