Non-anticipative representations of Banach space valued Gaussian processes with respect to Brownian motion
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Publication:1254775
DOI10.1016/0304-4149(78)90065-0zbMath0399.60029OpenAlexW2071605618MaRDI QIDQ1254775
Publication date: 1978
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(78)90065-0
Gaussian ProcessDiffusion ProcessAbstract Wiener SpaceBanach Space MeasuresInfinite- Dimensional FilteringNonanticapative Representation
Gaussian processes (60G15) Diffusion processes (60J60) Probability theory on linear topological spaces (60B11)
Cites Work
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