Properties of conditional expectations and variances of a Wiener process observed in the presence of noise

DOI10.1007/BF00968600zbMath0524.60045OpenAlexW2020047099MaRDI QIDQ584826

Eh. Senkene

Publication date: 1983

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00968600

zbMATH Keywords

optimizationlocating the minimum point of a function in the presence of noise

Mathematics Subject Classification ID

Brownian motion (60J65) Signal detection and filtering (aspects of stochastic processes) (60G35) General systems theory (93A99) Existence theories in calculus of variations and optimal control (49J99)

Cites Work

• Unnamed Item
• A versatile stochastic model of a function of unknown and time varying form
• On statistical models for multimodal optimization

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