Tracking a wiener process with a process of finite energy

DOI10.1080/15326348908807113zbMath0693.60068OpenAlexW2003189852MaRDI QIDQ3468415

Lawrence A. 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

zbMATH Keywords

Wiener processfinite expected energytracking process

Mathematics Subject Classification ID

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

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