I want to know following statment's proof.
Let $L^2:=\{F:\textrm{wiener function} |\int_W F(\omega)^2 P(d\omega)<\infty \}$,and
$C_0:=\{\textrm{constant}\},C_n:=P^n \cap \{C_0\oplus...\oplus C_{n-1} \}^{\perp}$ where $P^n$ is polynomial which degree is at most $n$.
Then $L^2=\oplus_n C_n$
This is content of page.354 in [Stochastic Differntial Equation and Diffusion Processes] written by N.IKEDA and S.WATANABE.
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