On the structure of purely non-deterministic stochastic processes

<a class="pub-badge pub-badge--doi" href="https://doi.org/10.1007/BF02592012" rel="nofollow">DOI 10.1007/BF02592012</a><a class="pub-badge pub-badge--grey" href="https://zbmath.org/0104.11103" rel="nofollow">zbMATH</a><a class="pub-badge pub-badge--grey" href="https://openalex.org/works/W2059190817" rel="nofollow">OpenAlex</a><a class="pub-badge pub-badge--mardi" href="https://portal.mardi4nfdi.de/wiki/Item:Q775009" rel="nofollow">MaRDI QID Q775009</a><a class="pub-badge pub-badge--grey" href="https://fdo.portal.mardi4nfdi.de/fdo/Q775009" rel="nofollow">FDO</a>

Authors Harald Cramér

Publication date 1961

Published in Arkiv för Matematik (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02592012

zbMATH Keywords

probability theory

Cites work

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• Canonical representations of Gaussian processes and their applications
• Sur une classe de courbes de l'espace de Hilbert et sur une équation intégrale non linéaire
• The prediction theory of multivariate stochastic processes. I. The regularity condition. - II. The linear predictor

Cited in

(19)

• scientific article; zbMATH DE number 3393527 (Why is no real title available?)
• Linear innovation theorems
• A module theoretic interpretation of multiplicity and rank of a stationary random process
• On the growth of a q-variate stationary stochastic process
• Mixed orthogonality graphs for continuous-time stationary processes
• Hida-Cramér Multiplicity Theory for Multiple Markov Processes and Goursat Representations
• On random processes linearly equivalent to white noise
• On Multivariate Wide-sense Markov Processes
• Stochastic analysis of Gaussian processes via Fredholm representation
• Age, innovations and time operator of networks
• A property of random processes with unit multiplicity
• The aftermath of Cramér's work on stochastic processes
• On the measures induced on L\(_2\) by a stochastic process
• A system theoretic representation of mechanical systems. II. Stochastic interpretation
• On the multiplicity of a stochastic vector process
• Representation of self-similar Gaussian processes
• Financial time operator for random walk markets
• Wiener’s contributions to generalized harmonic analysis, prediction theory and filter theory
• Semi-groups of isometries and the representation and multiplicity of weakly stationary stochastic processes

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