|
Zapiski Nauchnykh Seminarov LOMI, 1983, Volume 126, Pages 69–72
(Mi znsl4193)
|
|
|
|
This article is cited in 2 scientific papers (total in 2 papers)
Completeness property for plans of sequential estimation for Wiener processes with a drift and some uniqueness theorems
V. P. Gurarii, V. I. Matsaev
Abstract:
The family of $n$-dimensional Wiener processes $x_\lambda(t)=\xi(t)+\lambda t$ is consedered, $\xi(t)$ being the standard Wiener process. Let $\Gamma$ be a “plan”, defined by some closed subset $\Gamma\subset\mathbb R^n\times\mathbb R_+$ and let $\mu_\lambda$ be the corresponding probability measure on $\Gamma$ defined by the first entrance into $\Gamma$. Conditions are given for the plans to posess the completeness property, i. e. for the implication $\int_\Gamma f(x)\,\mu_\lambda(dx)=0\;\forall\lambda\Rightarrow f\equiv0$ to hold.
Citation:
V. P. Gurarii, V. I. Matsaev, “Completeness property for plans of sequential estimation for Wiener processes with a drift and some uniqueness theorems”, Investigations on linear operators and function theory. Part XII, Zap. Nauchn. Sem. LOMI, 126, "Nauka", Leningrad. Otdel., Leningrad, 1983, 69–72
Linking options:
https://www.mathnet.ru/eng/znsl4193 https://www.mathnet.ru/eng/znsl/v126/p69
|
Statistics & downloads: |
Abstract page: | 181 | Full-text PDF : | 91 |
|