On Canonical Representations for Stochastic Processes of Multiplicities One and Two

Siraya, T. N.

doi:10.1137/1118012

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1982

2015

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Cited by 21 publications

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“…The purpose of this article is to find out these conditions. A problem of investigating the sum of two processes of multiplicity one has been formulated by Siraya in [4], where she also derived conditions for multiplicity one of the sum in terms of RKHS (reproducing kernal Hilbert space). In [S] ~i t s u d a obtained suflicient conditions for multiplicity one and two for a sum of two special processes (the first summand was a Wiener process and the second was a Gaussian martingale multiplied by a deterministic function.…”

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confidence: 99%