Minimax filtration of functions in \(L_ 2\) (Q789862)
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scientific article; zbMATH DE number 3846715
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimax filtration of functions in \(L_ 2\) |
scientific article; zbMATH DE number 3846715 |
Statements
Minimax filtration of functions in \(L_ 2\) (English)
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1983
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Translation from Probl. Peredachi Inf. 18, No.4, 67-75 (Russian) (1982; Zbl 0514.62102).
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white noise
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minimax quadratic risk
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L2 spaces
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Wiener process
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stochastic differential
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0.8839391
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0.86701024
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0.8622866
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0.86172783
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0.86162263
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0.85903496
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