Makagon, A.; Mandrekar, V. - In: Journal of Multivariate Analysis 29 (1989) 1, pp. 68-83
This paper gives innovation of an infinite-dimensional isometric Markov stationary process. In terms of this innovation the process is expressed as an Ornstein-Uhlenbeck process. The result includes the innovation results provided earlier by Masani and Okabe. We use techniques of Nagy dilation...