scientific article; zbMATH DE number 3620798

zbMath0399.60045MaRDI QIDQ4184001

Hayri Korezlioglu

Publication date: 1979

Full work available at URL: http://www.numdam.org/item?id=ASCFM_1979__67_17_69_0

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

RepresentationWiener ProcessesKalman Filtering ModelTwo-Parameter Gaussian Markov Processes

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Brownian motion (60J65) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (3)

Markov properties of multiparameter processes and capacities ⋮ Unnamed Item ⋮ Nonlinear filtering equations for two-parameter semimartingales

Cites Work

• Stochastic integrals in the plane
• Stochastic differential equations for the non linear filtering problem
• [https://portal.mardi4nfdi.de/wiki/Publication:4089599 Une formule d'isom�trie pour l'int�grale stochastique hilbertienne et �quations d'�volution lin�aires stochastiques]
• Recursive causal linear filtering for two-dimensional random fields
• Martingale Projection and Linear Filtering in Hilbert Spaces. I: The Theory
• Martingales and stochastic integrals for processes with a multi-dimensional parameter
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