Back to matchesWe found a matchYour institution may have access to this item. Find your institution then sign in to continue.TitleStochastic Analysis and Particle Filtering of the Volatility.AuthorsBaili, HanaSubjectsSTOCHASTIC analysis; FILTERS (Mathematics); STOCHASTIC difference equations; FOKKER-Planck equation; FRACTIONAL calculus; ESTIMATION theoryPublicationIAENG International Journal of Applied Mathematics, 2011, Vol 41, Issue 1, p76ISSN1992-9978Publication typeArticle