Accuracy and reliability of models of stochastic processes of the space Sub_()
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Publication:5488443
zbMATH Open1100.60016MaRDI QIDQ5488443FDOQ5488443
Authors: Iryna Rozora, Yu. V. Kozachenko 
Publication date: 19 September 2006
Full work available at URL: http://www.ams.org/tpms/2005-71-00/S0094-9000-05-00651-4/home.html
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Cited In (14)
- Simulation of generalized fractional Brownian motion in \(C([0,T])\)
- Quasi-Banach Spaces of Random Variables and Modeling of Stochastic Processes
- Lipschitz conditions for stochastic processes in the Banach spaces \(\mathbb {F}_\psi (\Omega)\) of random variables
- Accuracy and reliability of a model of an isotropic and homogeneous Gaussian random field in the space $C(\mathbb {T})$
- Approximation of $\operatorname {SSub}_{\varphi }(\Omega )$ stochastic processes in the space $L_{p}(\mathbb {T})$
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- Construction of the Karhunen-Loève model for an input Gaussian process in a linear system by using the output process
- On one way of modeling a stochastic process with given accuracy and reliability
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- Modelling with given reliability and accuracy in the space \(L_p(T)\) of stochastic processes from \(\mathrm{Sub}_{\phi}(\Omega)\) decomposable in series with independent elements
- Conditions for finding a model of a stochastic process with given accuracy and reliability in the space \(C[0,T]\).
- Linear interpolation of \(\text{Sub}(\Omega)\) stochastic processes
- Simulation of a fractional Brownian motion in the space \(L_p([0,T])\)
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