Abstract
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.
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Additional information
Donetsk University, Donetsk. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 51, No. 6, pp. 744–752, June, 1999.
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Zemlyak, T.V. On the renewal of a Wiener field on a plane with the use of its values on closed curves. Ukr Math J 51, 827–836 (1999). https://doi.org/10.1007/BF02591971
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DOI: https://doi.org/10.1007/BF02591971