On optimal recovery of integrals of random processes

DOI10.1016/J.JMAA.2020.123949zbMath1440.60046arXiv2002.00364OpenAlexW3003479498MaRDI QIDQ2306209

Oleg V. Kovalenko

Publication date: 20 March 2020

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.00364

zbMATH Keywords

random processessharp inequalitiesoptimal recoveryOstrowski type inequalities

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stochastic integrals (60H05) Foundations of stochastic processes (60G05)

Related Items (2)

General form of $(\lambda,\varphi)$-additive operators on spaces of $L$-space-valued functions ⋮ Korneichuk-Stechkin Lemma, Ostrowski and Landau Inequalities, and Optimal Recovery Problems for L-Space Valued Functions

Cites Work

• Optimal recovery of integral operators and its applications
• Majorization and the Lorenz order: a brief introduction
• Asymptotically sharp bounds for the remainder for the best quadrature formulas for several classes of functions
• On the optimal error bound for cubature formulae on certain classes of continuous functions
• On the optimal recovery of integrals of set-valued functions
• Best cubature formulas for some classes of functions of many variables
• ON THE BEST QUADRATURE FORMULA OF THE FORM $ \sum_{k=1}^np_kf(x_k)$ FOR SOME CLASSES OF DIFFERENTIABLE PERIODIC FUNCTIONS
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