Properties of Hida processes on R2. 2. Prediction and interpolation problems for processes on R2

The properties of N-Hida processes Part 1 (B. Prum, 1984, J. Multivar. Anal.15, 336–360) are studied when the indices set is $\text{R}$². First, the past of a point (s, t) of $\text{R}$² is extended to $\text{G}$_st = σ{γ_uv, u ≤ s or v ≤ t}. The dimension of the linear space generated by the conditional expectations of an N-Hida process γ_z when z goes over a p × q lattice is bounded by N(p + q ? 1). The same problem is then considered when the expectations are taken conditionally to the field generated by the process outside of a rectangle, and the bound of the dimension of the linear space generated on a lattice is also given. Special attention is devoted to the case when γ_z is a combination of strong martingales.