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Publication:3136462
zbMath0793.60002MaRDI QIDQ3136462
Takeyuki Hida, Masuyuki Hitsuda
Publication date: 3 October 1993
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Gaussian processesGreen's functionsstationary Gaussian processKarhunen representationGirsanov's theoremItô's formulaprediction theoryhistorical notesconstruction of the canonical representation
Gaussian processes (60G15) Continuity and singularity of induced measures (60G30) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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