Tracking a wiener process with a process of finite energy

DOI10.1080/15326348908807113zbMATH Open0693.60068OpenAlexW2003189852MaRDI QIDQ3468415FDOQ3468415

Authors: Larry Shepp, Peter G. Doyle 

Publication date: 1989

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326348908807113

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zbMATH Keywords

Wiener processfinite expected energytracking process

Mathematics Subject Classification ID

Gaussian processes (60G15) Prediction theory (aspects of stochastic processes) (60G25) Brownian motion (60J65)

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