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On linear transformations of Wiener process

In: Tatra Mountains Mathematical Publications, vol. 26, no. 1
Petr Lachout
Detaily:
Rok, strany: 2003, 115 - 123
O článku:
We characterize those linear transformations of a Wiener process $Bbb W$ which result in a time-changed Wiener process. We present a complete discussion of the transformation $(αtBbb W{( ηt)}$, $tin T)$ and of two particular cases of the transformation $(αt Bbb W{( ηt)} + βtBbb W{( zetat)}$, $tin T)$.
Ako citovať:
ISO 690:
Lachout, P. 2003. On linear transformations of Wiener process. In Tatra Mountains Mathematical Publications, vol. 26, no.1, pp. 115-123. 1210-3195.

APA:
Lachout, P. (2003). On linear transformations of Wiener process. Tatra Mountains Mathematical Publications, 26(1), 115-123. 1210-3195.