A prediction problem for the Brownian sheet
type: Item
instance of: scholarly article
title: A prediction problem for the Brownian sheet
zbMATH Open document ID: 0664.60052
DOI: 10.1016/0047-259X(88)90071-1
author: Robert C. Dalang
author: Francesco Russo
published in: Journal of Multivariate Analysis
publication date: 1988-01-01T00:00:00Z
review text: The information given by the position of the Brownian sheet \(W_ t\) on \(R^ 2\) along or near a curve can be represented by the sharp field \({\mathcal F}_ 1\), the germ field \({\mathcal F}_ 2\), or the minimal splitting field \({\mathcal F}_ 3\). The conditional expectations \(E\{W_ t| {\mathcal F}_ i\}\) are calculated.
Mathematics Subject Classification ID: 60G60
Mathematics Subject Classification ID: 60G25
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60J99
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 4086668
zbMATH Keywords: random field
zbMATH Keywords: prediction problem
zbMATH Keywords: Brownian sheet
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 4086668