On least squares estimation in continuous time linear stochastic systems
Tyrone E. Duncan, Petr Mandl, Bożenna Pasik-Duncan (1992)
Kybernetika
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Tyrone E. Duncan, Petr Mandl, Bożenna Pasik-Duncan (1992)
Kybernetika
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Jiří Michálek (1988)
Kybernetika
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Ralf Manthey, Katrin Mittmann (1996)
Mathematica Bohemica
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We prove a polynomial growth estimate for random fields satisfying the Kolmogorov continuity test. As an application we are able to estimate the growth of the solution to the Cauchy problem for a stochastic diffusion equation.