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Fractional generalizations of Zakai equation and some solution methods

  • Sabir Umarov EMAIL logo , Fred Daum and Kenric Nelson
Published/Copyright: June 9, 2018
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Fractional Calculus and Applied Analysis
From the journal Fractional Calculus and Applied Analysis Volume 21 Issue 2

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.

MSC 2010: Primary 60G35; Secondary 35R11, 93E10, 60G05, 35Q84
Key Words and Phrases: fractional filtering; fractional Zakai equation; fractional Fokker-Planck-Kolmogorov equation; particle flow

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Received: 2017-12-22
Published Online: 2018-6-9
Published in Print: 2018-4-25

© 2018 Diogenes Co., Sofia

Articles in the same Issue

  1. Frontmatter
  2. Editorial
  3. FCAA related news, events and books (FCAA–volume 21–2–2018)
  4. Research Paper
  5. Initial-boundary value problems for fractional diffusion equations with time-dependent coefficients
  6. Research Paper
  7. Analytical solutions for multi-term time-space fractional partial differential equations with nonlocal damping terms
  8. Research Paper
  9. Fractional generalizations of Zakai equation and some solution methods
  10. Research Paper
  11. Stability analysis of impulsive fractional difference equations
  12. Research Paper
  13. Mellin convolutions, statistical distributions and fractional calculus
  14. Research Paper
  15. Fractional wavelet frames in L2(ℝ)
  16. Research Paper
  17. Existence of solutions for a system of fractional differential equations with coupled nonlocal boundary conditions
  18. Research Paper
  19. Two point fractional boundary value problems with a fractional boundary condition
  20. Research Paper
  21. Large deviation principle for a space-time fractional stochastic heat equation with fractional noise
  22. Research Paper
  23. Extension of Mikhlin multiplier theorem to fractional derivatives and stable processes
  24. Research Paper
  25. Noether symmetry and conserved quantity for fractional Birkhoffian mechanics and its applications
  26. Research Paper
  27. Asymptotic behavior of mild solutions for nonlinear fractional difference equations
  28. Research Paper
  29. Positive solutions to nonlinear systems involving fully nonlinear fractional operators
https://doi.org/10.1515/fca-2018-0020
Keywords for this article
fractional filtering; fractional Zakai equation; fractional Fokker-Planck-Kolmogorov equation; particle flow

Articles in the same Issue

  1. Frontmatter
  2. Editorial
  3. FCAA related news, events and books (FCAA–volume 21–2–2018)
  4. Research Paper
  5. Initial-boundary value problems for fractional diffusion equations with time-dependent coefficients
  6. Research Paper
  7. Analytical solutions for multi-term time-space fractional partial differential equations with nonlocal damping terms
  8. Research Paper
  9. Fractional generalizations of Zakai equation and some solution methods
  10. Research Paper
  11. Stability analysis of impulsive fractional difference equations
  12. Research Paper
  13. Mellin convolutions, statistical distributions and fractional calculus
  14. Research Paper
  15. Fractional wavelet frames in L2(ℝ)
  16. Research Paper
  17. Existence of solutions for a system of fractional differential equations with coupled nonlocal boundary conditions
  18. Research Paper
  19. Two point fractional boundary value problems with a fractional boundary condition
  20. Research Paper
  21. Large deviation principle for a space-time fractional stochastic heat equation with fractional noise
  22. Research Paper
  23. Extension of Mikhlin multiplier theorem to fractional derivatives and stable processes
  24. Research Paper
  25. Noether symmetry and conserved quantity for fractional Birkhoffian mechanics and its applications
  26. Research Paper
  27. Asymptotic behavior of mild solutions for nonlinear fractional difference equations
  28. Research Paper
  29. Positive solutions to nonlinear systems involving fully nonlinear fractional operators
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