On the Equivalence of Multiparameter Gaussian Processes
نویسندگان
چکیده
منابع مشابه
On the equivalence of multiparameter Gaussian processes
The question of the equivalence in law of Gaussian processes has been widely studied in the sixties-seventies.(5,6,9,14) Recently, the problem has been reopened by several authors, due to the intensive study of the fractional Brownian and of stochastic calculus with respect to this process. Precisely, the Wiener integral representation of the fractional Brownian motion with respect to the Brown...
متن کاملA Remark on the Equivalence of Gaussian Processes
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ژورنال
عنوان ژورنال: Journal of Theoretical Probability
سال: 2006
ISSN: 0894-9840,1572-9230
DOI: 10.1007/s10959-006-0022-5