Projection of processes with orthogonal increments and subordinated processes
Zapiski Nauchnykh Seminarov POMI, Problems of the theory of probability distributions. Part IV, Tome 72 (1977), pp. 132-139
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Second-order random processes are considered as curves in a Hilbert space $\mathscr H$ of random variables $\xi$ with $E_\xi=0$, $E|\xi|^2\infty$. Processes which are a projection of a given process $x(t)$ with orthogonal increments on some subspaces of $\mathscr H$ are considered. Processes subordinate to $x(t)$ are also considered.
@article{ZNSL_1977_72_a11,
author = {T. N. Siraya},
title = {Projection of processes with orthogonal increments and subordinated processes},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {132--139},
publisher = {mathdoc},
volume = {72},
year = {1977},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1977_72_a11/}
}
T. N. Siraya. Projection of processes with orthogonal increments and subordinated processes. Zapiski Nauchnykh Seminarov POMI, Problems of the theory of probability distributions. Part IV, Tome 72 (1977), pp. 132-139. http://geodesic.mathdoc.fr/item/ZNSL_1977_72_a11/