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Publications by Simo Sarkka

Series Expansion Approximations of Brownian Motion for Non-Linear Kalman Filtering of Diffusion Processes

IEEE Transactions on Signal Processing

Electronic Engineering

Signal Processing

English

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A Series Expansion of Fractional Brownian Motion

Probability Theory and Related Fields

English

Kalman Filtering for Manufacturing Processes

English

Diffusion Kalman Filtering Based on Covariance Intersection

IFAC Proceedings Volumes

English

A Lévy-Ciesielski Expansion for Quantum Brownian Motion and the Construction of Quantum Brownian Bridges

Journal of Applied Analysis

Applied Mathematics

Mathematical Physics

Computational Theory

English

Non-Linear Brownian Motion: The Problem of Obtaining the Thermal Langevin Equation for a Non-Gaussian Bath

Journal of Statistical Mechanics: Theory and Experiment

Nonlinear Physics

English

A Continuous Non-Brownian Motion Martingale With Brownian Motion Marginal Distributions

Statistics and Probability Letters

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Observation of Non-Markovian Micromechanical Brownian Motion

Nature Communications

Molecular Biology

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Super Fractional Brownian Motion, Fractional Super Brownian Motion and Related Self-Similar (Super) Processes

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Diffusion and Brownian Motion on Infinite-Dimensional Manifolds

Transactions of the American Mathematical Society

Applied Mathematics

English