Linear transformations of Wiener process that born Wiener process, Brownian bridge or Ornstein-Uhlenbeck process

0410763 20240903170614.420060210235959.9 Linear transformations of Wiener process that born Wiener process, Brownian bridge or Ornstein-Uhlenbeck process 21 s. cav_un_epca*02971630023-5954Kybernetika376 (2001)647-667Ústav teorie informace a automatizace AV ČR, v. v. i. Wiener process Brownian bridge linear transformation cav_un_auth*0101151 Lachout Petr UTIA-B Ústav teorie informace a automatizace AV ČR, v. v. i. 12A GA201/99/0264 GA ČR cav_un_auth*0005937 AV0Z1075907 The paper presents a discussion on linear transformations of a Wiener process. The considered processes are collections of stochastic integrals of non-random functions w.r.t. Wiener process. We are interested in conditions under which the transformed process is a Wiener process, a Brownian bridge or an Ornstein-Uhlenbeck process. BA SI http://hdl.handle.net/11104/0130851 UTIA-B 20010232 2001 cav_un_epca*0297163 Kybernetika 0023-5954 Roč. 37 č. 6 2001 647 667 Ústav teorie informace a automatizace AV ČR, v. v. i.