Stochastic analysis and one minimization problem

DOI10.1007/BF01058892MaRDI QIDQ1568106zbMATH OpenFDO

Authors N. Delaunay, A. A. Dorogovtsev

Publication date 29 June 2000

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

Full work available at URL https://doi.org/10.1007/BF01058892

zbMATH Keywords

extended stochastic integralminimization problem

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Stationary stochastic processes (60G10) Stochastic programming (90C15)

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Cited in

(1)

• On stochastic equation describing the one-sided moving average process and minimax estimation problem

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