LINEAR ISOMETRIC NON-ANTICIPATIVETRANSFORMATIONS OF WIENER PROCESS
LINEAR ISOMETRIC NON-ANTICIPATIVE TRANSFORMATIONS OF WIENER PROCESS
摘要
The necessary and sufficient conditions are given so that a non-anticipative transformation in Hilbert space is isometric. In terms of second order Wiener process, these conditions assure that a non-anticipative transformation of Wiener process is a Wiener process, too.
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