LINEAR ISOMETRIC NON-ANTICIPATIVE TRANSFORMATIONS OF WIENER PROCESS
Citation：
Zoran IVKOVIC.LINEAR ISOMETRIC NON-ANTICIPATIVE TRANSFORMATIONS OF WIENER PROCESS[J].Chinese Annals of Mathematics B,2000,21(1):109~114
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Authors：
Zoran IVKOVIC;
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.
