Zapiski Nauchnykh Seminarov LOMI
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Zap. Nauchn. Sem. POMI:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


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
Full-text PDF (222 kB) Citations (2)
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.
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: Russian
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
Citation in format AMSBIB
\Bibitem{GurMat83}
\by V.~P.~Gurarii, V.~I.~Matsaev
\paper Completeness property for plans of sequential estimation for Wiener processes with a~drift and some uniqueness theorems
\inbook Investigations on linear operators and function theory. Part~XII
\serial Zap. Nauchn. Sem. LOMI
\yr 1983
\vol 126
\pages 69--72
\publ "Nauka", Leningrad. Otdel.
\publaddr Leningrad
\mathnet{http://mi.mathnet.ru/znsl4193}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=697425}
\zmath{https://zbmath.org/?q=an:0504.60079}
Linking options:
  • https://www.mathnet.ru/eng/znsl4193
  • https://www.mathnet.ru/eng/znsl/v126/p69
  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Записки научных семинаров ПОМИ
    Statistics & downloads:
    Abstract page:181
    Full-text PDF :91
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024