2019
Том 71
№ 11

All Issues

Estimates of intense noise for inhomogeneous diffusion processes

Maiboroda R. E.

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Abstract

Nonparametric estimates of noise intensityg(t) are obtained. These estimates are constructed for datax(t) defined by the equationdx(t)=f(x(t),t)dt+g(t)dw(t). The validity of the estimates is proved.

English version (Springer): Ukrainian Mathematical Journal 47 (1995), no. 7, pp 1085-1091.

Citation Example: Maiboroda R. E. Estimates of intense noise for inhomogeneous diffusion processes // Ukr. Mat. Zh. - 1995. - 47, № 7. - pp. 946–951.

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