Doklady Belorusskogo gosudarstvennogo universiteta informatiki i radioèlektroniki (Jun 2019)
Information predictability of stochastic processes in continuous time
Abstract
The definition of information predictability stochastic process and its parameters is given in the article. Obtain relations connecting the predictability of a stochastic process as a whole predictability of its individual parameters are recieved. The examples of the definition of information predictability for processes described by stochastic differential equations, are shown.
