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LINEAR ISOMETRIC NON-ANTICIPATIVE TRANSFORMATIONS OF WIENER PROCESS |
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| Authors: | Zoran IVKOVIC |
| Institution: | Matematicki Fakultet, Studentski Trg 16, 11000 Beograd, Yugoslavia |
| Abstract: | The necessary and sufficient conditions are given so that a non-anticipative transformation in Hilbert space is isometric. In terms of second order Wiener process, these conditions assure that a non-anticipative transformation of Wiener process is a Wiener process, too. |
| Keywords: | Resolution of identity Separable Hilbert space Wide sense Wiener process Non-anticipative transformation |
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