The multiplicity of stochastic processes

Yukuang Chiu

Séminaire de probabilités de Strasbourg (1997)

  • Volume: 31, page 207-215

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Chiu, Yukuang. "The multiplicity of stochastic processes." Séminaire de probabilités de Strasbourg 31 (1997): 207-215. <http://eudml.org/doc/113955>.

@article{Chiu1997,
author = {Chiu, Yukuang},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {non-stationary processes; multiplicity; non-Gaussian processes; non-infinitely divisible processes},
language = {eng},
pages = {207-215},
publisher = {Springer - Lecture Notes in Mathematics},
title = {The multiplicity of stochastic processes},
url = {http://eudml.org/doc/113955},
volume = {31},
year = {1997},
}

TY - JOUR
AU - Chiu, Yukuang
TI - The multiplicity of stochastic processes
JO - Séminaire de probabilités de Strasbourg
PY - 1997
PB - Springer - Lecture Notes in Mathematics
VL - 31
SP - 207
EP - 215
LA - eng
KW - non-stationary processes; multiplicity; non-Gaussian processes; non-infinitely divisible processes
UR - http://eudml.org/doc/113955
ER -

References

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  1. [1] N. Aronszajn, Theory of reproducing kernels. Trans. Amer. Math. Soc. Vol. 68, 337-404 (1950). Zbl0037.20701MR51437
  2. [2] H. Cramér, Stochastic Processes as Curves in Hilbert Space. Theory Probability Appl., 9(2), 169-179 (1964). Zbl0161.14602MR170375
  3. [3] H. Cramér, A Contribution to the Multiplicity Theory of Stochastic Processes. Proc. Fifth Berkeley Symp. Stat. Appl. Probability, II, 215-221 (1965). Zbl0201.49601MR225370
  4. [4] H. Cramér, Structural and Statistical Problems for a Class of Stochastic Processes. The First Samuel Stanley Wilks Lecture at Princeton University, March 17 1970, 1-30 (1971). Zbl0256.60002MR400370
  5. [5] T. Hida, Brownian Motion. Springer-Verlag (1980). Zbl0432.60002MR562914
  6. [6] T. Hida, Canonical Representations of Gaussian Processes and Their Applications. mem. College Sci., Univ. Kyoto, A33 (1), 109-155 (1960). Zbl0100.34302MR119246
  7. [7] K. Itô, Spectral Type of The Shift Transformation of Differential Processes With Stationary Increments. Trans. Amer. Math. Soc., Vol. 81, No. 2, 253-263 (1956). Zbl0073.35303MR77017
  8. [8] K. Itô, Multiple Wiener integral. J. Math. Soc. Japan3, 157-169 (1951). Zbl0044.12202MR44064
  9. [9] S. Itô, On Hellinger-Hahn's Theorem. (In Japanese) Sugaku, vol. 5, no. 2, 90-91 (1953). 
  10. [10] G. Kallianpur and V. Mandrekar, On the Connection between Multiplicity Theory and O. Hanner's Time Domain Analysis of Weakly Stationary Stochastic Processes. Univ. North Carolina Monograph Ser. Probability Stat., No. 3, 385-396 (1970). Zbl0267.60031MR266294
  11. [11] N. Wiener, Time Series. M.I.T. (1949). 
  12. [12] N. Wiener, Nonlinear Problems in Random Theory. M.I.T. (1958). Zbl0121.12302MR100912
  13. [13] N. Wiener, The Fourier Integral and Certain of Its Applications. Dover Publications. INC., New York (1958). Zbl0081.32102MR100201

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