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

Knight, Frank B.

A transformation from prediction to past of an

L^{2}

-stochastic process

Knight, Frank B.

Séminaire de probabilités, Tome 17 (1983), pp. 1-14

MR Zbl

@article{SPS_1983__17__1_0,
     author = {Knight, Frank B.},
     title = {A transformation from prediction to past of an $L^2$-stochastic process},
     journal = {S\'eminaire de probabilit\'es},
     pages = {1--14},
     year = {1983},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {17},
     mrnumber = {770392},
     zbl = {0508.60038},
     language = {en},
     url = {https://www.numdam.org/item/SPS_1983__17__1_0/}
}

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TI  - A transformation from prediction to past of an $L^2$-stochastic process
JO  - Séminaire de probabilités
PY  - 1983
SP  - 1
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VL  - 17
PB  - Springer - Lecture Notes in Mathematics
UR  - https://www.numdam.org/item/SPS_1983__17__1_0/
LA  - en
ID  - SPS_1983__17__1_0
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%A Knight, Frank B.
%T A transformation from prediction to past of an $L^2$-stochastic process
%J Séminaire de probabilités
%D 1983
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%V 17
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Knight, Frank B. A transformation from prediction to past of an $L^2$-stochastic process. Séminaire de probabilités, Tome 17 (1983), pp. 1-14. https://www.numdam.org/item/SPS_1983__17__1_0/

Bibliographie
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3. F.B. Knight, A post-predictive view of Gaussian processes, Annales Scientifiques de l'Ecole Normale Supérieure, 1983. | Zbl | MR | Numdam

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. | Zbl | MR

5. P. Lévy, Fonctionsaléatoires à corrélation linéaire, Illinois Journal of Math. vol. 1 (1957), 217-258. | Zbl | MR