Construction of noncanonical representations of a Brownian motion
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Publication:1378305
DOI10.32917/hmj/1206126962zbMath0899.60035OpenAlexW1577300108WikidataQ128873127 ScholiaQ128873127MaRDI QIDQ1378305
Yuji Hibino, Masuyuki Hitsuda, Hiroshi Muraoka
Publication date: 3 November 1998
Published in: Hiroshima Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.32917/hmj/1206126962
Gaussian processes (60G15) Brownian motion (60J65) Prediction theory (aspects of stochastic processes) (60G25)
Related Items (5)
Noncanonical representation with an infinite-dimensional orthogonal complement ⋮ Equivalence of Volterra processes: Degenerate case ⋮ Generalized Gaussian bridges ⋮ Further results on some singular linear stochastic differential equations ⋮ Canonical Representation for Gaussian Processes
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