Probability distribution of the stochastic convolution functional of a normal Markov process
From MaRDI portal
Publication:1813591
zbMath0766.60024MaRDI QIDQ1813591
A. S. Mazmanishvili, Yu. P. Virchenko
Publication date: 25 June 1992
Published in: Problems of Information Transmission (Search for Journal in Brave)
characteristic functionprobability distributioncomplex-valued normal Markov processconvolution functional
Characteristic functions; other transforms (60E10) Continuous-time Markov processes on discrete state spaces (60J27)
This page was built for publication: Probability distribution of the stochastic convolution functional of a normal Markov process