Markovian extensions of a stochastic process

The approach adopted in this paper is that of Lindquist and Picci [1985. On the stochastic realization problem. SIAM J. Control Optim. 17 (3), 365-389] and Rozanov [1977. On Markovian extensions of random process. Theory Probab. Appl. 22 (1), 194-199].