Transformations of Gaussian Processes to the Brownian Motion

DOI10.1214/AOMS/1177693068zbMATH Open0229.60032OpenAlexW2052821700MaRDI QIDQ5637693FDOQ5637693

Authors: P. K. Bhattacharya 

Publication date: 1971

Published in: Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177693068

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65)

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