Original title: Linear Transmutation of a Wiener Process: Problem Setting and Some Results
Authors: Lachout, Petr
Document type: Research reports
Year: 2002
Language: eng
Series: Research Report, volume: 2052
Keywords: linear transformation; stochastic integral; Wiener process
Project no.: CEZ:AV0Z1075907 (CEP), KSK1019101 (CEP), GA201/02/0621 (CEP)
Funding provider: GA AV ČR, 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/11104/0131005

Permalink: http://www.nusl.cz/ntk/nusl-34939


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Research > Institutes ASCR > Institute of Information Theory and Automation
Reports > Research reports