Reconstruction of a Wiener field from its realizations on a curve

DOI10.1007/BF01261285zbMath0793.60050OpenAlexW1972611393MaRDI QIDQ1325516

A. Yu. Shevlyakov

Publication date: 29 June 1994

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01261285

zbMATH Keywords

smooth curvebest mean square estimateWiener field

Mathematics Subject Classification ID

Random fields (60G60) Brownian motion (60J65)

Cites Work

• Stochastic and multiple Wiener integrals for Gaussian processes

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