scientific article; zbMATH DE number 2172875

zbMATH Open1065.60035MaRDI QIDQ4680274FDOQ4680274

Authors: Petr Lachout 

Publication date: 7 June 2005

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zbMATH Keywords

Wiener processlinear transformation of a Gaussian process

Mathematics Subject Classification ID

Gaussian processes (60G15) Distribution theory (60E99)

Cited In (9)

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• Linear Transformations of Wiener Integrals
• Linear isometric non-anticipative transformations of Wiener process

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