Publication:4184001
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zbMath0399.60045MaRDI QIDQ4184001
Publication date: 1979
Full work available at URL: http://www.numdam.org/item?id=ASCFM_1979__67_17_69_0
60G60: Random fields
60G15: Gaussian processes
60J65: Brownian motion
60G35: Signal detection and filtering (aspects of stochastic processes)
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Nonlinear filtering equations for two-parameter semimartingales, Markov properties of multiparameter processes and capacities, Unnamed Item
Cites Work
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- Recursive causal linear filtering for two-dimensional random fields
- Martingale Projection and Linear Filtering in Hilbert Spaces. I: The Theory
- Martingales and stochastic integrals for processes with a multi-dimensional parameter