{"entities":{"Q5951517":{"pageid":8128319,"ns":120,"title":"Item:Q5951517","lastrevid":47718280,"modified":"2026-01-02T12:44:41Z","type":"item","id":"Q5951517","labels":{"en":{"language":"en","value":"Stochastic analysis based on deterministic Brownian motion"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1686101"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5951517$8F1B835F-E7F6-49B5-8655-ABB0EFA6267A","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"60300dacc7ecb647b9192efc69be69575d76e53e","datavalue":{"value":{"text":"Stochastic analysis based on deterministic Brownian motion","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5951517$3B9D2E79-1F9C-499D-B30A-60CACA2BE5BE","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"4dd57b9a80424528d5712e7ebdd6939f1b6c0cbd","datavalue":{"value":"1010.60049","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5951517$D6EB19AD-3F12-4308-9506-D1CDE02EA34C","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"5e82e3b6c7a328bf7395053a28ccfba09d7cd5d0","datavalue":{"value":"10.1007/BF02773385","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5951517$F4F18BA5-EF9E-4BEE-9FD0-2B26CBC6D047","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"cf043abdee8c0a3c7c73da2e5838ad1b60daefb6","datavalue":{"value":{"entity-type":"item","numeric-id":187640,"id":"Q187640"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5951517$E54EB275-4B80-498D-A798-B7B43AE083D9","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"1d50f9b953eac0b2404563f86ad398ee3823cb48","datavalue":{"value":{"entity-type":"item","numeric-id":173732,"id":"Q173732"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5951517$E104411F-5562-4808-AA21-57F46B6B10AE","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"947c49c6dc991ad4ccf38c0cba49a099db39b9c3","datavalue":{"value":{"time":"+2003-05-11T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5951517$B0503302-1FCE-4D54-80BC-3461FAACBD39","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"17f9ba92ab6eccbed7cdbbec62eff4bcab5d49b2","datavalue":{"value":"The leading idea of this original article is to provide (in one dimension) an alternative model to the Brownian one, sharing many properties with Brownian motion, but having \\(0\\)-entropy and being consequently well adapted to prediction. To proceed, a deterministic simple sequence of piecewise linear functions \\(f_n\\) from \\([0,1]\\) onto \\([0,1]\\) is constructed by induction and trichotomy; the basic deterministic process is then the limiting function \\(f_\\infty\\) of this procedure. The so-called ``deterministic Brownian motion'' \\(N_t\\) is then introduced by randomly shifting and scaling the deterministic \\(f_\\infty\\). This gives a centered, time reversible, square integrable, self-similar with order \\(1/2\\) process, which has stationary, uncorrelated, strictly ergodic increments with \\(0\\)-entropy.   The stochastic integrals \\(\\int^b_a H_x'(N_t,t) dN_t\\) are well defined for real functions \\(H(x,t)\\) which are of class \\(C^2\\), \\(C^1\\) with respect to \\(x\\), \\(t\\), respectively, and they satisfy It\u00f4's formula. Finally, given \\(a< b\\) and assuming \\(H>0\\), the stochastic process \\(Y_t:= H(N_t, t)\\) is well predictible in the following sense: assuming \\(Y_{[a,b]}\\) known, an estimator \\(\\widehat Y_c\\) of \\(Y_c\\) exists for \\(c> b\\), such that for small \\((c-b)\\): \\(\\|\\widehat Y_c- Y_c\\|_2= O(c-b)\\).","type":"string"},"datatype":"string"},"type":"statement","id":"Q5951517$136B07AB-8A2D-48BB-8A76-520EC87FBDBE","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"afd9d387d5b495e8550df0b9214728717d6de8b5","datavalue":{"value":{"entity-type":"item","numeric-id":177306,"id":"Q177306"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5951517$C7B448C8-A254-4513-B9F7-0F70F3E4654D","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"da30627b99013aa4f6027a3ecc134350da7269ea","datavalue":{"value":"60H05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5951517$DFEFBCF5-5EFB-437F-9640-9B5D976A7043","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"9c26edc64a90bba56c1183f94fc53f8fb4f27024","datavalue":{"value":"60G18","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5951517$71DDD16F-4F7D-4940-9424-E18ED0989A3E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"6dcf2f806cc77a4db2a480620ee6a334ccf234d3","datavalue":{"value":"60G25","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5951517$C3718F0E-74CF-4B29-92A8-CF9A69185B9F","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"a294531fd0ac2615aa3694b56642653a3df37b86","datavalue":{"value":"1686101","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5951517$B6A2869C-E40E-4928-A1B8-B32FA72959DA","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"48529aee5261c9da398cf73083920b4ac7f8fab5","datavalue":{"value":"stochastic integral","type":"string"},"datatype":"string"},"type":"statement","id":"Q5951517$A5E63413-F742-4DDF-8E24-5D97397C2886","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"353778e5c72069169f8ad192fa6b71ea4a6f756d","datavalue":{"value":"deterministic process","type":"string"},"datatype":"string"},"type":"statement","id":"Q5951517$63E06000-CF5B-4A4C-93FF-95AF797F7A19","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e8614bf31aab7a804d40f47fee75a9a8059d4af5","datavalue":{"value":"Brownian motion","type":"string"},"datatype":"string"},"type":"statement","id":"Q5951517$C9C56D56-DEA8-4CE4-907D-48634FBA4B52","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1e1b73263fd8d29a0cbfd2aa1e7027e9ea082ed1","datavalue":{"value":"prediction","type":"string"},"datatype":"string"},"type":"statement","id":"Q5951517$7CDCB50A-F078-4E32-A57D-28D6CB2576D4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1434657b8fced1a496ca02adff1ef347a52686fe","datavalue":{"value":"It\u00f4's formula","type":"string"},"datatype":"string"},"type":"statement","id":"Q5951517$F742EDD3-F079-495C-8D37-2B346DCFC8D8","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5951517$39CBFA34-7D2F-464A-B360-9A9F70CCABCA","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"7f039fe560907f871106cd792a7db3c64a1c296f","datavalue":{"value":{"entity-type":"item","numeric-id":1269776,"id":"Q1269776"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5951517$01CFF14F-1749-4F45-8931-9B7DA64431F9","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"30fe41dd315ac89f3daf344621052f7e3ea5c320","datavalue":{"value":"https://doi.org/10.1007/bf02773385","type":"string"},"datatype":"url"},"type":"statement","id":"Q5951517$7A535072-4C01-4D04-99A6-978CC0B67A8A","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"4cd4c42dbeac234232afe80348a0b63ca15a8884","datavalue":{"value":"W2049971808","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5951517$2A9A69E4-8B63-48C3-A276-C10C84873F4D","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e94b5c619bac46f25c79391d9d7fd178c1d3b4b5","datavalue":{"value":{"entity-type":"item","numeric-id":4862578,"id":"Q4862578"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a00642d719288670b7f40231c6cf725a70ca47e3","datavalue":{"value":{"amount":"+0.7418687343597412","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5951517$A01583DF-EE2F-4F57-AC39-77E461B6E231","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"575757a39a3240d19bd400a232c4f1725c83daea","datavalue":{"value":{"entity-type":"item","numeric-id":5751674,"id":"Q5751674"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6cec7ada2457b00c1d2fd3f50b23f30084fc0b59","datavalue":{"value":{"amount":"+0.7418462038040161","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5951517$F69211D2-2223-4856-BCD2-9801EFD76DA4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1020a7cbe58369ffff3d332343f6ffc8f233347a","datavalue":{"value":{"entity-type":"item","numeric-id":4891671,"id":"Q4891671"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f973ad912bf542ec97aeb6e3ea6050de6585a854","datavalue":{"value":{"amount":"+0.7399178147315979","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5951517$997A5461-A01F-4C28-8165-66750A33BDEA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e15cd1a1daed47a722a08e6894f8edda9740d574","datavalue":{"value":{"entity-type":"item","numeric-id":5471003,"id":"Q5471003"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4e0f06afb628e51d2c2fbf10ce66bff24475c56e","datavalue":{"value":{"amount":"+0.7395512461662292","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5951517$531FC704-A44C-453D-90B3-01A9A77C5C32","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"efd7cd2106cb761863a5a68b214bc85fd1455f83","datavalue":{"value":{"entity-type":"item","numeric-id":2300185,"id":"Q2300185"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"022dc28bc6c353c43da7ab8feacdb0420d58bcf6","datavalue":{"value":{"amount":"+0.7322252988815308","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5951517$067B0923-FA1C-4BEA-82B9-57F778414742","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:5951517","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:5951517"}}}}}