Bibliography

Research Report

Linear Transmutation of a Wiener Process: Problem Setting and Some Results

Lachout Petr

: ÚTIA AV ČR, (Praha 2002)

: Research Report 2052

: CEZ:AV0Z1075907

: KSK1019101, GA AV ČR, GA201/02/0621, GA ČR

: Wiener process, stochastic integral, linear transformation

: 12A

: BA