A prediction problem for the Brownian sheet (Q1115010)

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A prediction problem for the Brownian sheet
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    A prediction problem for the Brownian sheet (English)
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    1988
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    The information given by the position of the Brownian sheet \(W_ t\) on \(R^ 2\) along or near a curve can be represented by the sharp field \({\mathcal F}_ 1\), the germ field \({\mathcal F}_ 2\), or the minimal splitting field \({\mathcal F}_ 3\). The conditional expectations \(E\{W_ t| {\mathcal F}_ i\}\) are calculated.
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    random field
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    prediction problem
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    Brownian sheet
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