A transformation from prediction to past of an L 2 -stochastic process

Frank B. Knight

Séminaire de probabilités de Strasbourg (1983)

  • Volume: 17, page 1-14

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Knight, 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

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  1. 1. J.L. Doob, Stochastic Processes, Wiley, 1953. Zbl0053.26802MR58896
  2. 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. 3. F.B. Knight, A post-predictive view of Gaussian processes, Annales Scientifiques de l'Ecole Normale Supérieure, 1983. Zbl0584.60051MR740591
  4. 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. 5. P. Lévy, Fonctionsaléatoires à corrélation linéaire, Illinois Journal of Math. vol. 1 (1957), 217-258. Zbl0077.12601MR100914

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