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Problèmes de prediction pour le processus de Wiener à deux paramétres. (French) Zbl 0591.60047

See the preview in Zbl 0578.60051.

MSC:

60G60 Random fields
60J65 Brownian motion
60G25 Prediction theory (aspects of stochastic processes)

Citations:

Zbl 0578.60051
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References:

[1] Carraro, L.: Un théorème de prédiction pour le processus de Wiener à deux paramètres. C.R. Acad. Sci., Paris, à paraître · Zbl 0579.60041
[2] Czőrgő, M.; Révész, P., Strong approximations in probability and statistics (1981), New York: Academic Press, New York · Zbl 0539.60029
[3] Dym, H.; McKean, H. P., Gaussian processes, function theory and the inverse spectral problem (1976), New York: Academic Press, New York · Zbl 0327.60029
[4] Ehm, W., Sample function properties of multi-parameter stable processes, Z. Wahrscheinlichkeitstheor. Verw. Geb., 56, 195-228 (1981) · Zbl 0471.60046
[5] Goldman, A., Estimations analytiques concernant le mouvement brownien fractionnaire à plusieurs paramètres, C.R. Acad. Sci. Paris, 298, 91-93 (1984) · Zbl 0557.60069
[6] Goldman, A., La mesure de Hausdorff des trajectoires du mouvement brownien à plusieurs paramètres, C.R. Acad. Sci., Paris, 300, 643-645 (1985) · Zbl 0584.60063
[7] Kahane, J.P.: Recent progress in Fourier analysis. Proceedings of the Seminar on Fourier analysis held in E.I. Escorial, Spain, June 30-July 5 (1983)
[8] McKean, H. P., Brownian motion with several-dimensional time, Theory Probab. Appl., 8, 335-354 (1963) · Zbl 0124.08702
[9] Orey, S.; Pruitt, W. E., Sample functions of the N-parameter Wiener process, Ann. Probab., 1, 138-163 (1973) · Zbl 0284.60036
[10] Pitt, L. D., Local time for gaussian vector fields, Indiana Univ. Math. J., 27, 309-330 (1978) · Zbl 0382.60055
[11] Schoenberg, I. J., On certain metric spaces arising from euclidean spaces by a change of metric and their imbedding in Hilbert space, Ann. Math., 38, 787-793 (1937) · JFM 63.0363.03
[12] Wong, E.; Zakai, M., Differentiations formulas for stochastic integrals in the plane, Stochastic Processes Appl., 6, 339-349 (1979)
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