On the equivalence of multiparameter Gaussian processes (Q867078): Difference between revisions

The authors characterize all Gaussian processes that are equivalent in law with a Brownian sheet and to a fractional Brownian sheet. The multiparameter analogues of the Hitsuda-type, Girsanov and Shepp-type representations of Gaussian processes are given. By using the Hitsuda representation, the existence and uniqueness of the solution of a stochastic equation where the noise term is a (non)fractional Brownian sheet, is proved.