On a certain class of nonstationary sequences in Hilbert space.
On a class of processes with multiplicity .
On least square estimation of second order stochastic processes with discrete time
On One Estimation Problem
On one estimation problem.
On oscillation function of one class of stochastic processes.
On Some Equivalence Transformations Of Hilbert Space Valued Standard Wiener Process
On the Karhunen-Loeve expansion for transformed processes.
We discuss the influence of the transformation {X(t)} → {f(t) X(τ(t))} on the Karhunen-Loève expansion of {X(t)}. Our main result is that, in general, the Karhunen-Loève expansion of {X(t)} with respect to Lebesgue's measure is transformed in the Karhunen-Loève expansion of {f(t) X(τ(t))} with respect to the measure f-2(t)dτ(t). Applications of this result are given in the case of Wiener process, Brownian bridge, and Ornstein-Uhlenbeck process.
On the small deviation problem for some iterated processes.
One sufficient condition for the unit multiplicity of a stochastic process.