Non-anticipative representations of equivalent Gaussian processes

DOI10.1214/AOP/1176997027MaRDI QIDQ1212306zbMATH OpenOpenAlexFDO

Authors Hiroshi Oodaira, Gopinath Kallianpur

Publication date 1973

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176997027

Mathematics Subject Classification ID

Gaussian processes (60G15) Markov processes (60J99) Continuity and singularity of induced measures (60G30)

Cited in

(9)

• Non-anticipative representations of Banach space valued Gaussian processes with respect to Brownian motion
• Mixed Gaussian processes: a filtering approach
• Gaussian measures on linear spaces
• When is a linear combination of independent fBm's equivalent to a single fBm?
• Nonlinear transformations of the canonical Gauss measure on Hilbert space and absolute continuity
• On the equivalence of multiparameter Gaussian processes
• Equivalence of Volterra processes.
• Nonanticipative transformations of the two-parameter Wiener process and a Girsanov theorem
• Gaussian random fields

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