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

DOI10.1007/s10559-008-9026-8zbMath1162.60319OpenAlexW2141089931MaRDI QIDQ1008306

A. D. Shatashvili, A. A. Fomin-Shatashvili

Publication date: 27 March 2009

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

Full work available at URL: https://doi.org/10.1007/s10559-008-9026-8

zbMATH Keywords

predictionextrapolationmeasureevolutionary differential equationcorrelation operatorRadon-nikodim density

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (1)

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

Cites Work

• A method for efficient computation of optimal estimates in the extrapolation of solutions of nonlinear evolutionary differential equations in a Hilbert space. II
• On measures generated by equations with random coefficients
• Some necessary and sufficient conditions of the equivalence of two Gaussian measures induced by solutions of differential equations in an Euclid and a Hilbert spaces
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