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Linear isometric non-anticipative transformations of Wiener process - MaRDI portal

Linear isometric non-anticipative transformations of Wiener process

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Publication:1976602

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DOI10.1142/S0252959900000145zbMath0961.60049WikidataQ129864009 ScholiaQ129864009MaRDI QIDQ1976602

Dražen Pantić, Zoran Ivković

Publication date: 2 November 2000

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

zbMATH Keywords

Wiener process resolution of identity non-anticipative transformation

Mathematics Subject Classification ID

General second-order stochastic processes (60G12)

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