The representation of conditional expectations of non-Gaussian noiseTools  Kuna, T. and Streit, L. (2007) The representation of conditional expectations of non-Gaussian noise. Communications on Stochastic Analysis, 1 (1). pp. 49-56. ISSN ISSN 0973-9599 Full text not archived in this repository. Official URL: http://www.math.lsu.edu/cosa/index.htm Abstract/SummaryFor Wiener spaces conditional expectations and $L^{2}$-martingales w.r.t. the natural filtration have a natural representation in terms of chaos expansion. In this note an extension to larger classes of processes is discussed. In particular, it is pointed out that orthogonality of the chaos expansion is not required.
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