A method for efficient computation of optimal estimates in the extrapolation of solutions of nonlinear evolutionary differential equations in a Hilbert space. I

DOI10.1007/S10559-008-9015-YzbMATH Open1158.60340OpenAlexW4237863385MaRDI QIDQ946786FDOQ946786

Authors: A. A. Fomin-Shatashvili, A. D. Shatashvili 

Publication date: 24 September 2008

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

Full work available at URL: https://doi.org/10.1007/s10559-008-9015-y

Recommendations

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

predictionextrapolationmeasureevolutionary differential equationscorrelation operatorRadon-Nikodým density

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25)

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Cited In (8)

• An algorithm of calculation of optimal estimates for functionals of solutions of certain nonlinear evolution differential equations in a Hilbert space \(H\)
• A method for efficient computation of optimal estimates in the extrapolation of solutions of nonlinear evolutionary differential equations in a Hilbert space. II
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• On a method for an effective calculation of optimal estimates in problems of a filtration of random processes for certain nonlinear evolution differential equations in a Hilbert space. Part 1
• Optimal estimates in problems of extrapolation, filtration, and interpolation of functionals of random processes with values in a Hilbert space
• Algorithm of extrapolation of a nonlinear random process on the basis of its canonical decomposition

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