On spectral type of nonlinear and nonanticipative transformation of the Wiener process


Zoran A. Ivković




Let $H(W)$ be a Hilbert space of the square integrable functions of the Wiener process $W(T),t\geq0$. It is shown that there exists a process $\eta(t)=T\{W(u),\ 0\leq u\leq t\}$, $t\geq0$ which has any given spectral type.