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On a problem of game theory and the extrapolation of stochastic processes with values in a Hilbert space. (Russian) Zbl 0458.90086
Teor. Veroyatn. Mat. Stat. 24, 107-114 (1981).

MSC:
91A05 2-person games
62M09 Non-Markovian processes: estimation
62M20 Inference from stochastic processes and prediction
91A40 Other game-theoretic models