Optimal estimates in problems of extrapolation, filtration, and interpolation of functionals of random processes with values in a Hilbert space

DOI10.1007/s10559-018-0077-1zbMath1403.60034OpenAlexW2893385920WikidataQ129195010 ScholiaQ129195010MaRDI QIDQ1711384

I. Sh. Didmanidze, T. A. Fomina, A. D. Shatashvili, A. A. Fomin-Shatashvili

Publication date: 17 January 2019

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-018-0077-1

zbMATH Keywords

functionalalgorithmequivalence of measuresevolutionary differential equationRadon-Nikodym densityextended stochastic integral

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Continuity and singularity of induced measures (60G30) Probability theory on linear topological spaces (60B11)

Cites Work

• Equivalence of the probability measures generated by the solutions of nonlinear evolution differential equations in a Hilbert space, disturbed by Gaussian processes. II
• Equivalence of the probability measures generated by the solutions of nonlinear evolution differential equations in a Hilbert space, disturbed by Gaussian processes. I
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