The representation of conditional expectations of non-Gaussian noiseKuna, 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. It is advisable to refer to the publisher's version if you intend to cite from this work. See Guidance on citing. 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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