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 trans...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.展开更多
文摘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.
