Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
R. Cairoli, J.B. Walsh: Stochastic Integrals in the Plane, Acta Math. 134, no. 1–2 (1975), p. 11–183.
E. Carnal: Markov Properties for certain Random Fields, unpublished (1981).
L. Carraro: Problèmes de prédiction pour le processus de Wiener à plusieurs paramètres, Probab. Th. Rel. Fields, no. 72 (1986), p. 619–635.
L. Carraro: Etude de la covariance de quelques processus gaussiens en liaison avec la propriété de Markov. Preprint.
R.C. Dalang, F. Russo: A Prediction Problem for the Brownian Sheet, J. of Multiv. Analysis, 26, no. 1, (1988), p. 16–47.
P.R. Halmos: Introduction to Hilbert Spaces and the Theory of Spectral Multiplicity, Chelsea Publishing, N.Y. (1951).
V. Mandrekar: Germ-Field Markov Property for Multiparameter Processes, Sém. de Prob. X, Lect. N. in Math. 511, Springer Verlag (1976), p. 78–85
H.P. McKean: Brownian Motion with a Several-dimensional time, Th. Prob. Appl. 8 (1963), p. 335–354.
D. Nualart: Propriedad de Markov para funciones aleatorias gaussianas, Cuadernos de Estadistica Matematica de la Universidad de Granada, Serie A, Probabilidad, no. 5, (1980), p. 30–43.
M. Röckner: Generalized Markov Fields and Dirichlet Forms, Acta Applic. Math. 3 (1985), p. 285–311.
Ju. Rozanov: Markov Random Fields, Springer Verlag (1982).
Ju. Rozanov: Boundary Problems for Stochastic Partial Differential Equations, BIBOS preprint no. 108.
F. Russo: Etude de la propriété de Markov étroite en relation avec les processus planaires à accroissements indépendants, Sém. de Prob. XVIII, Lect. N. in Math. 1059, Springer Verlag (1984), p. 353–387.
F. Russo: A Prediction Problem for Gaussian Planar Processes which are Markovian with respect to Increasing and Decreasing Paths, Lect. N. in Control and Information Science 96 (1987), p. 88–98.
F. Russo: Champs markoviens et prédiction, Thèse de doctorat ès sciences, no. 707, EPFL Lausanne, (1987).
J.B. Walsh: Cours de troisième cycle, Univ. de Paris 6, 1976–77
J.B. Walsh: An Introduction to Stochastic Partial Differential Equations, Ecole d’été de Saint-Flour XIV-1984, Lect. N. in Math., Springer Verlag (1986).
E. Wong, M. Zakai: Markov Processes in the Plane, Stochastics 15, no. 4 (1985), p. 311–333.
Author information
Authors and Affiliations
Editor information
Rights and permissions
Copyright information
© 1990 Springer-Verlag
About this paper
Cite this paper
Russo, F. (1990). Linear extrapolation concerning Hilbert valued planar functions. In: Korezlioglu, H., Ustunel, A.S. (eds) Stochastic Analysis and Related Topics II. Lecture Notes in Mathematics, vol 1444. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0083619
Download citation
DOI: https://doi.org/10.1007/BFb0083619
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-53064-0
Online ISBN: 978-3-540-46596-6
eBook Packages: Springer Book Archive