On a Class of Processes with Multiplicity n=1


Slobodanka Mitrovic


Let $x(t)= \int\limits_a^t g(t,u)dz(u)$, $t\in T$, $T=(a,b)$ be the Cramer representation of the stochastic process $x(t)$. We extend a well-known theorem of Cramer concerning sufficient conditions for the process $x(t)$ to have multiplicity $N=1$, for the case when $x(t)$ satisfies the condition: $g(t,t)= 0$ for all $t\in T$.