Geodesic
Canonical representations of second order stochastic processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 22 (1977) no. 2, pp. 429-435 Cet article a éte moissonné depuis la source Math-Net.Ru

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The representation \begin{equation} x(t)=\sum_{n=1}^N\int_{-\infty}^tF_n(t,u)\,dz_n(u) \end{equation} of a second order stochastic process $x(t)$, $t\in R^1$, is considered as a sum of representations for $N$ mutually orthogonal processes \begin{equation} x_n(t)=\int_{-\infty}^tF_n(t,u)\,dz_n(u). \end{equation} Conditions are given under which representation (1) is canonical or proper canonical (in T. Hida's terminology). These conditions are formulated in terms of the processes $x_1,\dots,x_N$ and their representations (2). 
@article{TVP_1977_22_2_a23,
     author = {T. N. Siraya},
     title = {Canonical representations of second order stochastic processes},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {429--435},
     year = {1977},
     volume = {22},
     number = {2},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1977_22_2_a23/}
}
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T. N. Siraya. Canonical representations of second order stochastic processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 22 (1977) no. 2, pp. 429-435. http://geodesic.mathdoc.fr/item/TVP_1977_22_2_a23/