Modeling of Stochastic Processes in L_p(T) Using Orthogonal Polynomials

Abstract

In this paper, models that approximate stochastic processes from the space Sub φ (Ω) with given reliability and accuracy in L p (T ) are considered for some specific functions φ(t). For processes that are decomposited in series using orthonormal bases, such models are constructed in the case where elements of such decomposition cannot be found explicitly.