scientific article; zbMATH DE number 3560405

MaRDI QIDQ4131342zbMATH OpenFDO

Authors Yu. A. Rozanov

Publication date 1977

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stationary stochastic processes (60G10) Stochastic processes (60G99) Renewal theory (60K05)

Cited in

(14)

• Wavelets and stochastic processes
• On a generalization of the Kalman-Yakubovic lemma
• Time operator for diffusion.
• Age, innovations and time operator of networks
• Causality between stopped filtrations and some applications
• Mixed Gaussian processes: a filtering approach
• Dilations à la Hudson–Parthasarathy of Markov Semigroups in Classical Probability
• On stochastic realization theory
• Statistical causality and extremal measures
• Linear filtering with fractional noises: large time and small noise asymptotics
• Financial time operator for random walk markets
• Statistical causality, optional and predictable projections
• Statistical causality, extremal measures and weak solutions of stochastic differential equations with driving semimartingales
• Non-uniform time operator, chaos and wavelets on the interval

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4131342)