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On Non-Anticipative Linear Transformations of Gaussian Processes with Equivalent Distributions
Published online by Cambridge University Press: 22 January 2016
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Let ξ(t), t ∈ T, be a Gaussian process on a set T, and H = H(ξ) be the closed linear manifold generated by all values ξ(t), t ∈ T, with the inner product
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- Copyright © Editorial Board of Nagoya Mathematical Journal 1972
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