A prediction problem for the Brownian sheet (Q1115010)

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.