A transformation from prediction to past of an -stochastic process
Séminaire de probabilités de Strasbourg (1983)
- Volume: 17, page 1-14
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topKnight, Frank B.. "A transformation from prediction to past of an $L^2$-stochastic process." Séminaire de probabilités de Strasbourg 17 (1983): 1-14. <http://eudml.org/doc/113439>.
@article{Knight1983,
author = {Knight, Frank B.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Levy representation},
language = {eng},
pages = {1-14},
publisher = {Springer - Lecture Notes in Mathematics},
title = {A transformation from prediction to past of an $L^2$-stochastic process},
url = {http://eudml.org/doc/113439},
volume = {17},
year = {1983},
}
TY - JOUR
AU - Knight, Frank B.
TI - A transformation from prediction to past of an $L^2$-stochastic process
JO - Séminaire de probabilités de Strasbourg
PY - 1983
PB - Springer - Lecture Notes in Mathematics
VL - 17
SP - 1
EP - 14
LA - eng
KW - Levy representation
UR - http://eudml.org/doc/113439
ER -
References
top- 1. J.L. Doob, Stochastic Processes, Wiley, 1953. Zbl0053.26802MR58896
- 2. T. Hida, Canonical representations of Gaussian processes and their applications, Memoirs of the College of Science, Univ. of Kyoto, Series A, (1), vol. 33 (1960), 109-155. Zbl0100.34302MR119246
- 3. F.B. Knight, A post-predictive view of Gaussian processes, Annales Scientifiques de l'Ecole Normale Supérieure, 1983. Zbl0584.60051MR740591
- 4. P. Lévy, A special problem of Brownian motion, and a general theory of Gaussian random functions, Proc. of the Third Berkeley Symposium, J. Neyman Ed., Univer. of California Press, 1956, 133-176. Zbl0071.35101MR90934
- 5. P. Lévy, Fonctionsaléatoires à corrélation linéaire, Illinois Journal of Math. vol. 1 (1957), 217-258. Zbl0077.12601MR100914
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