Geodesic
Canonical representation of a~Gaussian semimartingale and the innovation
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Statistics and control of stochastic processes, Tome 202 (1993), pp. 296-302.

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     author = {M. Hitsuda},
     title = {Canonical representation of {a~Gaussian} semimartingale and the innovation},
     journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
     pages = {296--302},
     publisher = {mathdoc},
     volume = {202},
     year = {1993},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TM_1993_202_a18/}
}
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M. Hitsuda. Canonical representation of a~Gaussian semimartingale and the innovation. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Statistics and control of stochastic processes, Tome 202 (1993), pp. 296-302. http://geodesic.mathdoc.fr/item/TM_1993_202_a18/