On the Extrapolation of Entire Functions Observed in a Gaussian White Noise |
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Authors: | Ibragimov I. A. |
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Affiliation: | (1) St.Petersburg Department, Mathematical Institute, Russian Academy of Sciences, St.Petersburg, Russia |
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Abstract: | We solve the problem of extrapolation of an analytic function of a certain class in the case where its values are observed in a white noise whose intensity is not high. |
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