Gaussian random fields

Nonanticipative representations of Gaussian random fields equivalent to the two-parameter Wiener process are defined, and necessary and sufficient conditions for their existence derived. When such representations exist they provide examples of canonical representations of multiplicity one. In contrast to the one-parameter case, examples are given where nonanticipative representations do not exist. Nonanticipative representations along increasing paths are also studied.University of Minnesota and University of North Carolina. Presented at theWorkshop on Stochastic Processes in Infinite Dimensional Spaces and Random Fields, held at UCLA in April 1979.