Non-Markovian Optimal Prediction

Alexandre J. Chorin, Ole H. Hald, Raz Kupferman. Non-Markovian Optimal Prediction. Monte Carlo Meth. and Appl., 7(1-2):99-110, 2001. [doi]

@article{ChorinHK01,
  title = {Non-Markovian Optimal Prediction},
  author = {Alexandre J. Chorin and Ole H. Hald and Raz Kupferman},
  year = {2001},
  doi = {10.1515/mcma.2001.7.1-2.99},
  url = {http://dx.doi.org/10.1515/mcma.2001.7.1-2.99},
  researchr = {https://researchr.org/publication/ChorinHK01},
  cites = {0},
  citedby = {0},
  journal = {Monte Carlo Meth. and Appl.},
  volume = {7},
  number = {1-2},
  pages = {99-110},
}