Properties of Hida processes on \({\mathbb{R}}^ 2\). II. Prediction and interpolation problems for processes on \({\mathbb{R}}^ 2\)

DOI10.1016/0047-259X(84)90057-5zbMath0561.60059MaRDI QIDQ2266526

Bernard Prum

Publication date: 1984

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

zbMATH Keywords

stochastic integralslinear interpolationtwo-parameter Wiener processHida property

Mathematics Subject Classification ID

Random fields (60G60) General second-order stochastic processes (60G12) Continuous-time Markov processes on general state spaces (60J25) Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20)

Related Items (1)

Properties of Hida processes on \({\mathbb{R}}^ 2\). I: N-Hida processes

Cites Work

• Properties of Hida processes on \({\mathbb{R}}^ 2\). I: N-Hida processes
• Différents types de variations produit pour une semi-martingale représentable de \([0,1^2\)]
• Martingales and stochastic integrals for processes with a multi-dimensional parameter

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