Information predictability of stochastic processes in continuous time
The definition of information predictability stochastic process and its parameters is given in the article. Obtain relations connecting the predictability of a stochastic process as a whole predictability of its individual parameters are recieved. The examples of the definition of information predic...
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| Format: | Article |
| Language: | Russian |
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Educational institution «Belarusian State University of Informatics and Radioelectronics»
2019-06-01
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| Series: | Doklady Belorusskogo gosudarstvennogo universiteta informatiki i radioèlektroniki |
| Online Access: | https://doklady.bsuir.by/jour/article/view/357 |
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| _version_ | 1849772703746097152 |
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| author | A. V. Ausiannikau |
| author_facet | A. V. Ausiannikau |
| author_sort | A. V. Ausiannikau |
| collection | DOAJ |
| description | The definition of information predictability stochastic process and its parameters is given in the article. Obtain relations connecting the predictability of a stochastic process as a whole predictability of its individual parameters are recieved. The examples of the definition of information predictability for processes described by stochastic differential equations, are shown. |
| format | Article |
| id | doaj-art-e72aaeecb0d14763b76bd124b02479f8 |
| institution | DOAJ |
| issn | 1729-7648 |
| language | Russian |
| publishDate | 2019-06-01 |
| publisher | Educational institution «Belarusian State University of Informatics and Radioelectronics» |
| record_format | Article |
| series | Doklady Belorusskogo gosudarstvennogo universiteta informatiki i radioèlektroniki |
| spelling | doaj-art-e72aaeecb0d14763b76bd124b02479f82025-08-20T03:02:15ZrusEducational institution «Belarusian State University of Informatics and Radioelectronics»Doklady Belorusskogo gosudarstvennogo universiteta informatiki i radioèlektroniki1729-76482019-06-01064854356Information predictability of stochastic processes in continuous timeA. V. Ausiannikau0Белорусский государственный университетThe definition of information predictability stochastic process and its parameters is given in the article. Obtain relations connecting the predictability of a stochastic process as a whole predictability of its individual parameters are recieved. The examples of the definition of information predictability for processes described by stochastic differential equations, are shown.https://doklady.bsuir.by/jour/article/view/357 |
| spellingShingle | A. V. Ausiannikau Information predictability of stochastic processes in continuous time Doklady Belorusskogo gosudarstvennogo universiteta informatiki i radioèlektroniki |
| title | Information predictability of stochastic processes in continuous time |
| title_full | Information predictability of stochastic processes in continuous time |
| title_fullStr | Information predictability of stochastic processes in continuous time |
| title_full_unstemmed | Information predictability of stochastic processes in continuous time |
| title_short | Information predictability of stochastic processes in continuous time |
| title_sort | information predictability of stochastic processes in continuous time |
| url | https://doklady.bsuir.by/jour/article/view/357 |
| work_keys_str_mv | AT avausiannikau informationpredictabilityofstochasticprocessesincontinuoustime |