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The Wiener-Hopf integral equation for fractional Riesz-Bessel motion
Published online by Cambridge University Press: 17 February 2009
Abstract
This paper gives an approximate solution to the Wiener-Hopf integral equation for filtering fractional Riesz-Bessel motion. This is obtained by showing that the corresponding covariance operator of the integral equation is a continuous isomorphism between appropriate fractional Sobolev spaces. The proof relies on properties of the Riesz and Bessel potentials and the theory of fractional Sobolev spaces.
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- Copyright © Australian Mathematical Society 2000
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