A prediction problem for the Brownian sheet

DOI10.1016/0047-259X(88)90071-1zbMath0664.60052MaRDI QIDQ1115010

Robert C. Dalang, Francesco Russo

Publication date: 1988

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

Brownian sheetrandom fieldprediction problem

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Diffusion processes (60J60) Prediction theory (aspects of stochastic processes) (60G25) Markov processes (60J99)

Related Items (4)

Time-reversal in hyperbolic s. p. d. e. 's ⋮ On Markov property of Lévy waves in two dimensions ⋮ The sharp Markov property of the Brownian sheet and related processes ⋮ From Brownian-Time Brownian Sheet to a Fourth Order and a Kuramoto–Sivashinsky-Variant Interacting PDEs Systems

Cites Work

• Propagation of singularities in the Brownian sheet
• Problèmes de prediction pour le processus de Wiener à deux paramétres
• Stochastic integrals in the plane
• A Markov property for Gaussian processes with a multidimensional parameter
• The Markov property for generalized Gaussian random fields
• Markov processes on the plane
• On Some Problems Concerning Brownian Motion in Lévy’s Sense
• Wiener Measure in a Space of Functions of Two Variables
• Brownian Motion with a Several-Dimensional Time
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