The problem of on-line forecasting of stochastic characteristics of Markovian parametric systems

DOI10.1023/B:CASA.0000028101.29957.cezbMath1071.65005OpenAlexW2049486688MaRDI QIDQ557475

Yu. G. Bulychev, A. P. Lapsar'

Publication date: 30 June 2005

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

Full work available at URL: https://doi.org/10.1023/b:casa.0000028101.29957.ce

zbMATH Keywords

interpolationreduction methodstochastic characteristicsevolutionary equationMarkovian dynamic systemMarkovian parametric systems

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Generation, random and stochastic difference and differential equations (37H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Prediction theory (aspects of stochastic processes) (60G25)

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