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    author
    Takeyuki Hida
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    Masuyuki Hitsuda
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    publication date
    3 October 1993
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    Mathematics Subject Classification ID
    60-02
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    60G15
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    60G30
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    zbMATH DE Number
    424625
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    zbMATH Keywords
    Karhunen representation
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    Gaussian processes
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    stationary Gaussian process
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    construction of the canonical representation
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    prediction theory
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    Green's functions
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    Girsanov's theorem
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    Itô's formula
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    historical notes
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