Stochastic Systems

Approximation of Functions with Limited Derivatives and Applications to Filtration Problems

N. A. Kuznetsov, V. V. Orlov

Moscow

Abstract: The filtration problem is solved as one of approximating functions with limited derivatives. A solution procedure involving the maximum principle is described. An approximate algorithm for the approximation problem is proposed and an example of approximating a function with the second derivative limited is given.

UDC: 621.372.54


Received: 25.02.1975