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Analysis on Hilbert space with reproducing kernel arising from multiple Wiener integral. (English) Zbl 0212.19803

Proc. 5th Berkeley Symp. Math. Stat. Probab., Univ. Calif. 1965/66, 2, Part 1, 117-143 (1967).

MSC:

60G10 Stationary stochastic processes
60G25 Prediction theory (aspects of stochastic processes)
60J99 Markov processes
60H05 Stochastic integrals
28D99 Measure-theoretic ergodic theory