Mini-Workshop: One-sided and Two-sided Stochastic Descriptions
Noam Berger
Technische Universität München, Germany and Hebrew University, Jerusalem, IsraelStein Andreas Bethuelsen
The University of Stavanger, NorwayDiana Conache
Technische Universität München, Garching, GermanyArnaud Le Ny
Université Paris-Est – Créteil Val-de-Marne, Créteil, France
Abstract
We consider the set of discrete time stochastic processes which are dependent on their past, and the set of those that depend on both their past and their future. As long as we only allow dependence on a finite number of variables, those two sets are the same. However interesting questions appear when the dependence becomes infinite, and some of them were discussed during our mini-workshop.
Cite this article
Noam Berger, Stein Andreas Bethuelsen, Diana Conache, Arnaud Le Ny, Mini-Workshop: One-sided and Two-sided Stochastic Descriptions. Oberwolfach Rep. 17 (2020), no. 1, pp. 601–637
DOI 10.4171/OWR/2020/11