On the renewal of a Wiener field on a plane with the use of its values on closed curves
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Forw(u, v), (u, v)∉ γ (here,w(x, y), x≥0, y≥0, is a Wiener field and γ is a certain closed curve on a plane), we construct the best mean-square estimate on the basis of the values ofw(x, y) for (x, y)∈ γ. We also calculate the error of this estimate.
KeywordsGaussian Process Normal Correlation Closed Curve Explicit Relation Wiener Integral
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