We consider prediction theory for stationary stochastic processes in continuous time. We discuss prediction using the whole (infinite) past, and using only a finite section of the past. The solutions to both these classical problems have long been known. Our focus is to provide short simple proofs which reveal the probabilistic meaning of the results.

翻译：我们连续地考虑固定的随机过程的预测理论。我们用整个(无限的)过去来讨论预测,只使用有限的一部分过去。这两个古老问题的解决方案早已为人所知。 我们的焦点是提供简单的简短证据,揭示结果的概率意义。