Swishchuk, A. V.; Lukin, O. E. Interpolation and extrapolation of random evolution processes. (English. Ukrainian original) Zbl 0939.60073 Theory Probab. Math. Stat. 57, 175-179 (1998); translation from Teor. Jmovirn. Mat. Stat. 57, 163-167 (1997). Problems of the optimal nonlinear interpolation and extrapolation are investigated for two-dimensional processes \((\theta_{t},\xi_{t})\) of random evolution \(\{(\theta_{t},\xi_{t})\); \(x_{t}\}\), \(0\leq t\leq T\), where \(x_{t}\) is a homogeneous Markov process. Some applications to the investigation of stochastic models of markets are presented. Reviewer: M.P.Moklyachuk (Kyïv) MSC: 60H20 Stochastic integral equations 62P05 Applications of statistics to actuarial sciences and financial mathematics 91B30 Risk theory, insurance (MSC2010) 91B28 Finance etc. (MSC2000) 60K15 Markov renewal processes, semi-Markov processes Keywords:interpolation; extrapolation; Markov process PDFBibTeX XMLCite \textit{A. V. Swishchuk} and \textit{O. E. Lukin}, Teor. Ĭmovirn. Mat. Stat. 57, 163--167 (1997; Zbl 0939.60073); translation from Teor. Jmovirn. Mat. Stat. 57, 163--167 (1997)