On Non-Anticipative Linear Transformations of Gaussian Processes with Equivalent Distributions

DOI10.1017/S0027763000015014MaRDI QIDQ5684019zbMATH OpenFDO

Authors Yu. A. Rozanov

Publication date 1972

Published in Nagoya Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0027763000015014

Mathematics Subject Classification ID

General theory of linear operators (47A99) Gaussian processes (60G15)

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