TY  - SER
AU  - Dogadova,Tatiana V.
AU  - Vasiliev,Vyacheslav A.
TI  - Adaptive prediction of stochastic differential equations with unknown parameters
KW  - адаптивные прогнозы
KW  - усеченное оценивание
KW  - системы с непрерывным временем
KW  - дифференциальные уравнения с запаздыванием
KW  - Орнштейна-Уленбека процесс
KW  - статьи в журналах
N1  - Библиогр.: 7 назв
N2  - This paper proposes adaptive predictors of continuous-time dynamic systems with unknown parameters. Predictors are based on the truncated parameter estimators. In particular, there are considered the Ornstein-Uhlenbeck process and one-parameter stochastic delay differential equation. In this paper the truncated estimation method is first applied to continuous-time systems. Asymptotic and non-asymptotic properties of the predictors are investigated. There is also found the rate of convergence of the second moment of a prediction error to its minimum value
UR  - http://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000575400
ER  -