Use of the Kolmogorov complexity in analyzing control system dynamics (Q1084366)

The problem is to find such a describing method for a control system input random process that the output process can be described as a solution of Itô's equation. The solution method is based on the algorithmic probability theory and the theory of Kolmogorov complexity. The truly random functions are defined and their complex approximations are considered. Using the truly random input process complex approximation, it is shown that the solution for an output process can be obtained as a limit of solutions to Cauchy problems.