scientific article; zbMATH DE number 424625

zbMATH Open0793.60002MaRDI QIDQ3136462FDOQ3136462

Authors: Takeyuki Hida, Masuyuki Hitsuda 

Publication date: 3 October 1993

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Gaussian processesGreen's functionsGirsanov's theoremstationary Gaussian processprediction theoryhistorical notesItô's formulaconstruction of the canonical representationKarhunen representation

Mathematics Subject Classification ID

Gaussian processes (60G15) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Continuity and singularity of induced measures (60G30)

Cited In (62)

• Optimal investment with a noisy signal of future stock prices
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• A statistical framework to infer delay and direction of information flow from measurements of complex systems
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• A post-predictive view of gaussian processes
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• Pathwise asymptotics for Volterra processes conditioned to a noisy version of the Brownian motion
• Optimalities for random functions Lee-Wiener’s network and non-canonical representation of stationary Gaussian processes
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• Representations and regularity of Gaussian processes
• Boson Fock representations of stochastic processes
• Stochastic calculus with respect to Gaussian processes
• Multiple Markov Gaussian processes
• Gaussian processes and Gaussian random fields

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