Accession Number : ADA033249

Title :   Stochastic and Multiple Wiener Integrals for Gaussian Processes,

Corporate Author : NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS

Personal Author(s) : Huang,Steel T ; Cambanis,Stamatis

PDF Url : ADA033249

Report Date : Aug 1976

Pagination or Media Count : 70

Abstract : Mulitple Wiener integrals and stochastic integrals are defined for Gaussian processes, extending the related notions for the Wiener process. It is shown that every L2-functional of a Gaussian process admits an adapted stochastic integral representation and an orthogonal series expansion in terms of multiple Wiener integrals. Also some results of Wiener's theory of nonlinear noise are generalized to noises other than white. (Author)

Descriptors :   *Integrals, *Stochastic processes, Gaussian noise, Nonlinear systems, Orthogonality, Statistical processes

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE