Original title:
Linear Transformation of Wiener Process Giving Wiener Process, Brownian Bridge or Ornstein-Uhlenbeck Process
Authors:
Lachout, Petr Document type: Research reports
Year:
2000
Language:
eng Series:
Research Report, volume: 1984 Project no.: AV0Z1075907 (CEP), GA201/99/0264 (CEP) Funding provider: GA ČR
Institution: Institute of Information Theory and Automation AS ČR
(web)
Document availability information: Fulltext is available at the institute of the Academy of Sciences. Original record: http://hdl.handle.net/11104/0130417