Problèmes de prediction pour le processus de Wiener à deux paramétres

DOI10.1007/BF00344724zbMath0591.60047MaRDI QIDQ1074952

Laurent Carraro

Publication date: 1986

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

predictionresultsdecomposition of the two-parameter real Wiener process

Mathematics Subject Classification ID

Random fields (60G60) Brownian motion (60J65) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (2)

A prediction problem for the Brownian sheet ⋮ Étude de la covariance de quelques processus gaussiens en liaison avec la propriété de Markov. (Study of the covariance of some Gaussian processes with regard to the Markov property)

Cites Work

• Differentiation formulas for stochastic integrals in the plane
• Sample functions of the \(N\)-parameter Wiener process
• Sample function properties of multi-parameter stable processes
• Brownian Motion with a Several-Dimensional Time
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