Optimal and quasi-optimal regularizing algorithms for solving stochastic integral equations of the convolution type

DOI10.1016/0041-5553(86)90175-8zbMath0617.65146OpenAlexW1997880379MaRDI QIDQ4727386

M. V. Aref'Eva

Publication date: 1986

Published in: USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0041-5553(86)90175-8

zbMATH Keywords

optimal decision rulesBayes strategyconvolution type stochastic integral equationsHilbert random processesquasi-optimal regularizationRegularization methods of Tikhonov-typeWiener-type filtration

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Integral equations of the convolution type (Abel, Picard, Toeplitz and Wiener-Hopf type) (45E10) Stochastic integral equations (60H20) Probabilistic methods, stochastic differential equations (65C99)

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