
doi: 10.1007/bf01442902
Nonanticipative representations of Gaussian random fields equivalent to the two-parameter Wiener process are defined, and necessary and sufficient conditions for their existence derived. When such representations exist they provide examples of canonical representations of multiplicity one. In contrast to the one-parameter case, examples are given where nonanticipative representations do not exist. Nonanticipative representations along increasing paths are also studied.
Continuity and singularity of induced measures, nonanticipative representations, Gohberg-Krein representations, Gaussian processes, Random fields, Gaussian random fields
Continuity and singularity of induced measures, nonanticipative representations, Gohberg-Krein representations, Gaussian processes, Random fields, Gaussian random fields
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