Energy-efficient pursuit of multidimensional Wiener processes

DOI10.1137/S0040585X97T992823MaRDI QIDQ7240854zbMATH OpenFDO

Authors

Publication date 12 May 2026

Published in Theory of Probability and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0040585X97T992823

zbMATH Keywords

Bessel functionenergy-efficient pursuitFisher informationMarkov approximationWiener process

Mathematics Subject Classification ID

Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10) Limit theorems in probability theory (60F99) Continuous-time Markov processes on general state spaces (60J25)

Cites work

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• On Asymptotic Minimax Estimates of the Second Order
• On the convergence of diffusion processes conditioned to remain in a bounded region for large time to limiting positive recurrent diffusion processes
• Some extensions of linear approximation and prediction problems for stationary processes
• Stochastic processes. Translated from the Russian
• Studies on Bessel functions.

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