Bases in 𝐿₂ spaces with applications to stochastic processes with orthogonal increments

Cambanis, Stamatis

doi:10.1090/S0002-9939-1971-0283862-2

Bases in $L_{2}$ spaces with applications to stochastic processes with orthogonal increments
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by Stamatis Cambanis

Proc. Amer. Math. Soc. 29 (1971), 284-290

DOI: https://doi.org/10.1090/S0002-9939-1971-0283862-2

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Abstract:

Orthonormal bases are explicitly given for ${L_2}$ spaces on the real line. They are applied in obtaining orthogonal expansions for certain classes of stochastic processes and in constructing stochastic processes with orthogonal increments.

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