Bibliography

Journal Article

On linear transformations of Wiener process

: Tatra Mountains Mathematical Publications vol.26, 1 (2003), p. 1-9

: CEZ:AV0Z1075907

: Wiener process, stochastic integral, covariance

(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.

: 12A

: BA