On linear transformations of Wiener process

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F03%3A00002492" target="_blank" >RIV/00216208:11320/03:00002492 - isvavai.cz</a>

Alternative codes found

RIV/67985556:_____/03:16030150

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

On linear transformations of Wiener process

Original language description

We characterize those linear transformations of a Wiener process which result in a time-changed Wiener process. We present a complete discussion of the one-time point transformation.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BA - General mathematics

OECD FORD branch

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Project

<a href="/en/project/GA201%2F02%2F0621" target="_blank" >GA201/02/0621: Statistical inference in econometric models</a><br>

Continuities

Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year

2003

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Tatra Mountains Mathematical Publications

ISSN

1210-3195

e-ISSN

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Volume of the periodical

26

Issue of the periodical within the volume

1

Country of publishing house

SK - SLOVAKIA

Number of pages

9

Pages from-to

1-9

UT code for WoS article

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EID of the result in the Scopus database

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