Linear isometric non-anticipative transformations of Wiener process

DOI10.1142/S0252959900000145MaRDI QIDQ1976602zbMATH OpenWikidataFDO

Authors Zoran Ivković, Dražen Pantić

Publication date 2 November 2000

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

Full work available at URL https://doi.org/10.1142/S0252959900000145

zbMATH Keywords

non-anticipative transformationresolution of identityWiener process

Mathematics Subject Classification ID

General second-order stochastic processes (60G12)

Review text

One gives necessary and sufficient conditions such that a non-anticipative transformation in Hilbert space defined by a Volterra kernel is isometric. The inverse isometric transformation is also defined by a Volterra kernel which is calculated. The authors use the technique of second-order stochastic processes as curves in Hilbert space. The conditions assure that the non-anticipative transformation of the Wiener process is a Wiener process too.

Cited in

(5)

• scientific article; zbMATH DE number 6093262 (Why is no real title available?)
• scientific article; zbMATH DE number 3868343 (Why is no real title available?)
• scientific article; zbMATH DE number 3874327 (Why is no real title available?)
• scientific article; zbMATH DE number 56814 (Why is no real title available?)
• scientific article; zbMATH DE number 2172875 (Why is no real title available?)

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