CONDITIONING OF GAUSSIAN FUNCTIONALS AND ORTHOGONAL EXPANSION

ANDREY A. DOROGOVTSEV

Theory of Stochastic Processes Vol. 13 (29), no. 3, 2007, pp. 29–37

In the article, we consider terms of the Gaussian chaotic expansion under conditioning with respect to some sigma-field and discuss the possibility to organize the orthogonal expansion from them.

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