Non-anticipative representations of Banach space valued Gaussian processes with respect to Brownian motion

DOI10.1016/0304-4149(78)90065-0zbMath0399.60029OpenAlexW2071605618MaRDI QIDQ1254775

D. A. Rhoades

Publication date: 1978

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(78)90065-0

zbMATH Keywords

Gaussian ProcessDiffusion ProcessAbstract Wiener SpaceBanach Space MeasuresInfinite- Dimensional FilteringNonanticapative Representation

Mathematics Subject Classification ID

Gaussian processes (60G15) Diffusion processes (60J60) Probability theory on linear topological spaces (60B11)

Cites Work

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• On the Absolute Continuity of Measures Corresponding to Diffusion Type Processes
• On the Solutions of a Stochastic Control System. II
• On Square Integrable Martingales
• Infinite-dimensional filtering: The Kalman\3-Bucy filter in Hilbert space
• Measurable Functions on Hilbert Space

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