On optimal recovery of integrals of random processes

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:487

Article

Kovalenko, Oleg¹ 

[1] Oles Honchar Dnipro Natl Univ, Dept Math & Mech, Gagarina Ave 72, UA-49010 Dnipro, Ukraine

关键词: Ostrowski type inequalities;    Sharp inequalities;    Optimal recovery;    Random processes;   

DOI  :  10.1016/j.jmaa.2020.123949

来源: Elsevier

【 摘 要 】

In this paper we prove a sharp Ostrowski type inequality for random processes of certain classes. This inequality is later applied to a solution of the optimal recovery of the integral fo 6dt, using the random variables, Cr as an information set, where T],r,, are random variables. We also consider the problem of the information set optimization. (C) 2020 Elsevier Inc. All rights reserved.

【 授权许可】

Free