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A prediction problem for gaussian planar processes which are markovian with respect to increasing and decreasing paths

  • 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

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Authors and Affiliations

  1. Département de Mathématiques, Ecole Polytechnique Fédérale, 1015, Lausanne, Switzerland

    Russo Francesco

Authors
  1. Russo Francesco
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Hans Jürgen Engelbert Wolfgang Schmidt

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© 1987 Springer-Verlag

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Francesco, R. (1987). A prediction problem for gaussian planar processes which are markovian with respect to increasing and decreasing paths. 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/BFb0038926

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  • DOI: https://doi.org/10.1007/BFb0038926

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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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