Properties of conditional expectations and variances of a Wiener process observed in the presence of noise

DOI10.1007/BF00968600MaRDI QIDQ584826zbMATH OpenOpenAlexFDO

Authors Eh. Senkene

Publication date 1983

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00968600

zbMATH Keywords

locating the minimum point of a function in the presence of noiseoptimization

Mathematics Subject Classification ID

Existence theories in calculus of variations and optimal control (49J99) Signal detection and filtering (aspects of stochastic processes) (60G35) Brownian motion (60J65) General systems theory (93A99)

Cites work

• A versatile stochastic model of a function of unknown and time varying form
• scientific article; zbMATH DE number 3763684 (Why is no real title available?)
• On statistical models for multimodal optimization

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