| bibtype |
J -
Journal Article
|
| ARLID |
0411163 |
| utime |
20240103182306.3 |
| mtime |
20060210235959.9 |
| title
(primary) (eng) |
On linear transformations of Wiener process |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0293918 |
| ISSN |
1210-3195 |
| title
|
Tatra Mountains Mathematical Publications |
| volume_id |
26 |
| volume |
1 (2003) |
| page_num |
1-9 |
| publisher |
| name |
Matematický ústav SAV |
|
|
| keyword |
Wiener process |
| keyword |
stochastic integral |
| keyword |
covariance |
| author
(primary) |
| ARLID |
cav_un_auth*0101151 |
| name1 |
Lachout |
| name2 |
Petr |
| institution |
UTIA-B |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| COSATI |
12A |
| cas_special |
| project |
| project_id |
GA201/02/0621 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0005733 |
|
| research |
CEZ:AV0Z1075907 |
| abstract
(eng) |
We characterize those linear transformations of a Wiener process which result in a time-changed Wiener process. We present a complete discussion of one point transformation and a partial discussion for two point transformation. |
| RIV |
BA |
| department |
SI |
| permalink |
http://hdl.handle.net/11104/0131249 |
| ID_orig |
UTIA-B 20030150 |
| arlyear |
2003 |
| mrcbU63 |
cav_un_epca*0293918 Tatra Mountains Mathematical Publications 1210-3195 Roč. 26 č. 1 2003 1 9 Matematický ústav SAV |
|