A prediction problem for the Brownian sheet (Q1115010)
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scientific article; zbMATH DE number 4086668
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A prediction problem for the Brownian sheet |
scientific article; zbMATH DE number 4086668 |
Statements
A prediction problem for the Brownian sheet (English)
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1988
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The information given by the position of the Brownian sheet \(W_ t\) on \(R^ 2\) along or near a curve can be represented by the sharp field \({\mathcal F}_ 1\), the germ field \({\mathcal F}_ 2\), or the minimal splitting field \({\mathcal F}_ 3\). The conditional expectations \(E\{W_ t| {\mathcal F}_ i\}\) are calculated.
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random field
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prediction problem
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Brownian sheet
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