Geodesic
Conditioning of gaussian functionals
Teoriâ slučajnyh processov, Tome 13 (2007) no. 3, pp. 29-37

Voir la notice de l'article provenant de la source Math-Net.Ru

In the article, we consider terms of the Gaussian chaotic expansion under conditioning with respect to some sigma-field and discuss the possibility to organize the orthogonal expansion from them.
Keywords: Gaussian white noise, Ito–Wiener expansion, conditional expectation, polynomially nondegenerate measure. 
@article{THSP_2007_13_3_a3,
     author = {Andrey A. Dorogovtsev},
     title = {Conditioning of gaussian functionals},
     journal = {Teori\^a slu\v{c}ajnyh processov},
     pages = {29--37},
     publisher = {mathdoc},
     volume = {13},
     number = {3},
     year = {2007},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/THSP_2007_13_3_a3/}
}
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Andrey A. Dorogovtsev. Conditioning of gaussian functionals. Teoriâ slučajnyh processov, Tome 13 (2007) no. 3, pp. 29-37. http://geodesic.mathdoc.fr/item/THSP_2007_13_3_a3/