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    STUDIA MATHEMATICA - Issue no. 4 / 2008  
         
  Article:   ON THE FRACTIONAL STOCHASTIC FILTERING.

Authors:  TRAN HUNG THAO, PAIROTE SATTAYATHAM, TIDARUT PLIENPANICH.
 
       
         
  Abstract:  The aim of this note is to introduce an approximate approach to fractional filtering problems, where either the signal process or observation process, or both are perturbed by a fractional noise. Approximate filtering equations are established and the true filtering is considered as the limit case of approximate filterings.  
         
     
         
         
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