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I. I. Gikhman and A. V. Skorokhod, Introduction to the Theory of Random Processes [in Russian], Nauka, Moscow (1965).
A. Ya. Dorogovtsev, “Remarks about random processes generated by certain differential equations,” Dopovidi Akad. Nauk UkrSSR, No. 7, Kiev (1962).
P. S. Knopov, “Prediction for random fields,” in: Theory of Optimum Solutions, No. 3 [in Russian], Izd. IK AN UkrSSR, Kiev (1968).
A. Friedman, Partial Differential Equations of Parabolic Type, Prentice Hall (1964).
I. M. Gel'fand and N. Ya. Vilenkin, Generalized Functions, Some Applications of Harmonic Analysis, Endowed Hilbert Spaces, No. 4 [in Russian], Fizmatgiz, Moscow (1961).
Translated from Kibernetika, No. 6, pp. 74–78, November–December, 1972.
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Knopov, P.S. Filtering and prediction problems for random functions. Cybern Syst Anal 8, 953–958 (1972). https://doi.org/10.1007/BF01068519
- Operating System
- Artificial Intelligence
- System Theory
- Random Function
- Prediction Problem