53 research outputs found
On a representation of the inverse Fq transform
A recent generalization of the Central Limit Theorem consistent with
nonextensive statistical mechanics has been recently achieved through a
generalized Fourier transform, noted -Fourier transform. A representation
formula for the inverse -Fourier transform is here obtained in the class of
functions where
. This
constitutes a first step towards a general representation of the inverse
-Fourier operation, which would enable interesting physical and other
applications.Comment: 4 page
Fractional generalizations of filtering problems and their associated fractional Zakai equations
In this paper we discuss fractional generalizations of the filtering problem. The ”fractional” nature comes from time-changed state or observation processes, basic ingredients of the filtering problem. The mathematical feature of the fractional filtering problem emerges as the Riemann-Liouville or Caputo-Djrbashian fractional derivative in the associated Zakai equation. We discuss fractional generalizations of the nonlinear filtering problem whose state and observation processes are driven by time-changed Brownian motion or/and Lévy process
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