On a Class of Processes with Multiplicity n=1
Publications de l'Institut Mathématique, _N_S_38 (1985) no. 52, p. 203
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Let $x(t)= \int\limits_a^t g(t,u)dz(u)$, $t\in T$,
$T=(a,b)$ be the Cramer representation of the stochastic process $x(t)$.
We extend a well-known theorem of Cramer concerning sufficient conditions for
the process $x(t)$ to have multiplicity $N=1$, for the case when $x(t)$
satisfies the condition: $g(t,t)= 0$ for all $t\in T$.
@article{PIM_1985_N_S_38_52_a25,
author = {Slobodanka Mitrovi\'c},
title = {On a {Class} of {Processes} with {Multiplicity} n=1},
journal = {Publications de l'Institut Math\'ematique},
pages = {203 },
year = {1985},
volume = {_N_S_38},
number = {52},
language = {en},
url = {http://geodesic.mathdoc.fr/item/PIM_1985_N_S_38_52_a25/}
}
Slobodanka Mitrović. On a Class of Processes with Multiplicity n=1. Publications de l'Institut Mathématique, _N_S_38 (1985) no. 52, p. 203 . http://geodesic.mathdoc.fr/item/PIM_1985_N_S_38_52_a25/