Abstract
While one observes a random phenomenon evolving in an area or in space it may well happen, that the supposed observation domain undergoes a deformation under the influence of heat, pressure, etc. Therefore, in this paper we do not regard the observation domain as usual, something known, immovable and unchangeable.On the contrary, we wish to investigate the dependence of the forecast on the observation domain. In a simple case we wish to give the variation of the forecast of Lévy’s Brownian Motion (LBM) for infinitesimal deformations of the observation domain.
Research supported by the Nat. Sci. Research Fund OTKA, grants No. T014116, T166665
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Márkus, L. (1997). The Variation of the Forecast of Lévy’s Brownian Motion as the Observation Domain Undergoes Deformation. In: Stochastic Differential and Difference Equations. Progress in Systems and Control Theory, vol 23. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-1980-4_17
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DOI: https://doi.org/10.1007/978-1-4612-1980-4_17
Publisher Name: Birkhäuser, Boston, MA
Print ISBN: 978-1-4612-7365-3
Online ISBN: 978-1-4612-1980-4
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