EMIS ELibM Electronic Journals PUBLICATIONS DE L'INSTITUT MATHÉMATIQUE (BEOGRAD) (N.S.)
Vol. 40(54), pp. 181--185 (1986)

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SPECTRAL TYPE OF SOME TRANSFORMATIONS OF CERTAIN STOCHASTIC PROCESSES

S. Mitrovi\'c

Sumarski fakultet, Beograd, Yugoslavia

Abstract: We introduce a stochastic process with multiplicity equal to one which satisfies certain conditions and consider spectral type of the derivative process and of the non-anticipative integral transformations for the given process.

Classification (MSC2000): 60G07, 60G12

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