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Séminaire de Probabilités XVII 1981/82 pp 1–14Cite as

A transformation from prediction to past of an L2-stochastic process

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Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 986))

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References

  1. J. L. Doob, Stochastic Processes, Wiley, 1953.

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  2. T. Hida, Canonical representations of Gaussian processes and their applications, Memoirs of the College of Science, Univ. of Kyoto, Series A, (1), vol. 33 (1960), 109–155.

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  3. F. B. Knight, A post-predictive view of Gaussian processes, Annales Scientifiques de l’Ecole Normale Supérieure, 1983.

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  4. P. Lévy, A special problem of Brownian motion, and a general theory of Gaussian random functions, Proc. of the Third Berkeley Symposium, J. Neyman Ed., Univer. of California Press, 1956, 133–176.

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  5. P. Lévy, Fonctionsaléatoires à corrélation linéaire, Illinois Journal of Math. vol. 1 (1957), 217–258.

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Authors and Affiliations

  1. Department of Mathematics, University of Illinois, 61801, Urbana, Illinois

    Frank B. Knight

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  1. Frank B. Knight
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Jacques Azéma Marc Yor

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© 1983 Springer-Verlag

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Knight, F.B. (1983). A transformation from prediction to past of an L2-stochastic process. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XVII 1981/82. Lecture Notes in Mathematics, vol 986. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0068295

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  • DOI: https://doi.org/10.1007/BFb0068295

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-12289-0

  • Online ISBN: 978-3-540-39614-7

  • eBook Packages: Springer Book Archive

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