Reconstruction of a Wiener field from its realizations on a curve

DOI10.1007/BF01261285MaRDI QIDQ1325516zbMATH OpenOpenAlexFDO

Authors A. Yu. Shevlyakov

Publication date 29 June 1994

Published in Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01261285

zbMATH Keywords

best mean square estimatesmooth curveWiener field

Mathematics Subject Classification ID

Random fields (60G60) Brownian motion (60J65)

Review text

See the review in Zbl 0693.60037.

Recommendations

• On reconstruction of a Wiener field on the plane by its values on closed curves of certain class
• On the reconstruction of a Wiener field on the plane by its values on two non-increasing curves
• scientific article; zbMATH DE number 1409854
• scientific article; zbMATH DE number 4135133
• Wiener field restoration on the plane by its realizations on parts of two monotonously not decreasing curves
• On the renewal of a Wiener field on a plane with the use of its values on closed curves
• On the representation of functionals on a Wiener field
• On some problem of restoration of Wiener field on the plane
• scientific article; zbMATH DE number 2220055

Cites work

• Stochastic and multiple Wiener integrals for Gaussian processes

Cited in

(2)

• On reconstruction of a Wiener field on the plane by its values on closed curves of certain class
• scientific article; zbMATH DE number 1409854 (Why is no real title available?)

This page was built for publication: Reconstruction of a Wiener field from its realizations on a curve

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1325516)