Arbitrariness of multiplicity for a linear non – anticipative transformation of the Wiener process


Zoran A. Ivković




In the paper the example is given of the process $\{X(t),\ t>0\}$ defined by $X(t)=\int_0^if(t;u)\,dW(u)(\{W(t)\}$ is Winer process), having an arbitrary finite multiplicity $N$ and a maximal spectral type which is absolutely continuous.