Centered stochastic shells of deterministic systems

DOI10.1134/S1064562412050286zbMath1305.60057MaRDI QIDQ1930811

V. F. Krotov

Publication date: 14 January 2013

Published in: Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

Hilbert spacescentered stochastic systemscomponentwise decomposabilitystochastic shellstrace in the meanuniversal probability distribution law

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic systems in control theory (general) (93E03) Generation, random and stochastic difference and differential equations (37H10) Stochastic analysis (60H99)

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