Electronic Resource
Springer
Applied mathematics & optimization
6 (1980), S. 361-376
ISSN:
1432-0606
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract Nonanticipative representations of Gaussian random fields equivalent to the two-parameter Wiener process are defined, and necessary and sufficient conditions for their existence derived. When such representations exist they provide examples of canonical representations of multiplicity one. In contrast to the one-parameter case, examples are given where nonanticipative representations do not exist. Nonanticipative representations along increasing paths are also studied.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01442902
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