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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Ibragimov, I.A. On the Extrapolation of Entire Functions Observed in a Gaussian White Noise. Ukrainian Mathematical Journal 52, 1383–1395 (2000). https://doi.org/10.1023/A:1010375918290
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DOI: https://doi.org/10.1023/A:1010375918290