Non-anticipative representations of equivalent Gaussian processes

DOI10.1214/aop/1176997027zbMath0293.60030OpenAlexW2027933609MaRDI QIDQ1212306

Hiroshi Oodaira, Gopinath Kallianpur

Publication date: 1973

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176997027

Mathematics Subject Classification ID

Gaussian processes (60G15) Continuity and singularity of induced measures (60G30) Markov processes (60J99)

Related Items (9)

Nonlinear transformations of the canonical Gauss measure on Hilbert space and absolute continuity ⋮ Mixed Gaussian processes: a filtering approach ⋮ On the equivalence of multiparameter Gaussian processes ⋮ When is a linear combination of independent fBm's equivalent to a single fBm? ⋮ Gaussian measures on linear spaces ⋮ Gaussian random fields ⋮ Nonanticipative transformations of the two-parameter Wiener process and a Girsanov theorem ⋮ Non-anticipative representations of Banach space valued Gaussian processes with respect to Brownian motion ⋮ Equivalence of Volterra processes.

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