Abstract:
Some problems on linear stochastic partial equations, boundary conditions, linear
approximation, splitting subspaces and Markov property are considered.
Citation:
Yu. A. Rozanov, “Some problems on linear theory of random functions”, Teor. Veroyatnost. i Primenen., 25:4 (1980), 704–717; Theory Probab. Appl., 25:4 (1981), 689–702
\Bibitem{Roz80}
\by Yu.~A.~Rozanov
\paper Some problems on linear theory of random functions
\jour Teor. Veroyatnost. i Primenen.
\yr 1980
\vol 25
\issue 4
\pages 704--717
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\transl
\jour Theory Probab. Appl.
\yr 1981
\vol 25
\issue 4
\pages 689--702
\crossref{https://doi.org/10.1137/1125085}
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Linking options:
https://www.mathnet.ru/eng/tvp1226
https://www.mathnet.ru/eng/tvp/v25/i4/p704
This publication is cited in the following 5 articles:
L. I. Piterbarg, “On the structure of the least splitting σ-algebra for a Gaussian field with rational spectrum”, Theory Probab. Appl., 31:2 (1987), 351–355
Michele Pavon, “New Results on the Interpolation Problem for Continuous-Time Stationary Increments Processes”, SIAM J. Control Optim., 22:1 (1984), 133
S. D. Sokolova, “On the equivalence of Gaussian measures corresponding to the solutions of stochastic differential equations”, Theory Probab. Appl., 28:2 (1984), 451–454
Michele Pavon, The 22nd IEEE Conference on Decision and Control, 1983, 88
Michele Pavon, Lecture Notes in Control and Information Sciences, 44, Analysis and Optimization of Systems, 1982, 699