Information predictability of stochastic processes in continuous time
A. V. Ausiannikau · DOAJ (DOAJ: Directory of Open Access Journals) · 2019
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.