No label defined (Q4940264)

The authors consider following problem. Let \((\Omega,\sigma,P)\) be some probability space on which the Wiener field \(w(x,y,z)\), \(x\geq 0\), \(y\geq 0\), \(z\geq 0\) is given. Suppose that one observes the Wiener field \(w(x,y,z)\), \(x,y,z\in F\), where \(F\) is some surface in the space \(R_3^+\) and wants to reconstruct the field in the point \({\tilde x},{\tilde y},{\tilde z}\notin F.\) That means the construction of the best estimation in the mean square sense for \(w({\tilde x},{\tilde y},{\tilde z})\) which is based on the values \(w(x,y,z)\), \(x,y,z\in F.\) It is known that this estimator can be given by the expression \(w({\tilde x},{\tilde y},{\tilde z}) = E\{w({\tilde x},{\tilde y},{\tilde z}) |{\mathcal F}\}\) and its error of calculation can be found as \[ d({\tilde x},{\tilde y},{\tilde z}) = E\{(w({\tilde x},{\tilde y},{\tilde z}) - {\bar m}({\tilde x},{\tilde y},{\tilde z}))^2 |{\mathcal F}\} \] where \({\mathcal F}=\sigma\{w(x,y,z), (x,y,z)\in F\}.\) The authors find explicit formulas for \({\bar m}({\tilde x},{\tilde y},{\tilde z})\) and \(d({\tilde x},{\tilde y},{\tilde z})\).