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An estimation problem for generalized Gaussian processes

  • Infinite-dimensional Stochastic Systems And Random Fields. Stochastic Partial Differential Equations
  • Conference paper
  • First Online:
Stochastic Differential Systems

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 96))

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References

  1. O. Enchev, ‘Doob-Meyer decomposition for processes which might not be semimartingales', (to appear).

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  2. O. Enchev, ‘Gaussian random functionals', a technical report.

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  3. I. Gohberg and M. Krein, "Theory and applications of Volterra operators in Hilbert space", Am. Math. Soc. Transl., Vol. 24, Providence, RI, 1970.

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  4. M. Hitsuda, ‘Wiener-like integrals for Gaussian processes and the linear estimation problem', Proc. of a Conf. of Stochastic Analysis, Evanstone, 1983, (M.Pynsky edt.), 167–177.

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  5. G. Kallianpur, "Stochastic Filtering Theory", Springer-Verlag, N.Y., 1980.

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  6. B. Sz.-Nagy and C. Foias, "Harmonic analysis of operators on Hilbert space", North-Holland & Kiado, London and Budapest, 1970.

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  8. B. Simon, "The P(Ï•)2 Euclidian (Quantum) field theory", Princeton Univ. Press, Princeton, NJ, 1974.

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  9. B. Simon, "Functional integration in Quantum Physics", Academic Press, N.Y., 1979.

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Author information

Authors and Affiliations

  1. Centre of Mathematics, 7000 Rousse, P.O.Box 325, Bulgaria

    Ognian Enchev

Authors
  1. Ognian Enchev
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Hans Jürgen Engelbert Wolfgang Schmidt

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© 1987 Springer-Verlag

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Enchev, O. (1987). An estimation problem for generalized Gaussian processes. In: Engelbert, H.J., Schmidt, W. (eds) Stochastic Differential Systems. Lecture Notes in Control and Information Sciences, vol 96. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0038916

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  • DOI: https://doi.org/10.1007/BFb0038916

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-18010-4

  • Online ISBN: 978-3-540-47245-2

  • eBook Packages: Springer Book Archive

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