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Linear transformations of Wiener process that born Wiener process, Brownian bridge or Ornstein-Uhlenbeck process.
The paper presents a discussion on linear transformations of a Wiener process. The considered processes are collections of stochastic integrals of non-random functions w.r.t. Wiener process. We are interes...
BA - Obecná matematika
- 2001 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
On linear transformations of Wiener process
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....
BA - Obecná matematika
- 2003 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Linear Transformation of Wiener Process Giving Wiener Process, Brownian Bridge or Ornstein-Uhlenbeck Process.
Annotation not available...
BD - Teorie informace
- 2000 •
- Vx
Rok uplatnění
Vx - Nezařazeno - Výzkumná zpráva obsahující utajované informace (takový výsledek lze do RIV vložit pouze v případě, že zpráva obsahuje utajované informace a pole R12 = U), nebo souhrnná výzkumná zpráva
The cylindrical Wiener process
In this paper we deal with the cylindrical Wiener process, also called the space – time white noise. This process plays an important role in the theory of stochastic partial differential equations (SPDE), because it introdu...
Pure mathematics
- 2018 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Wiener Process and Regular Set. Stochastic Process in Potential Tudory
Basic themes of document: stochastic process; Wiener process; the first hitting time; Laplace eguation; Dirichlet problem; regular set; cone criterion......
BA - Obecná matematika
- 2007 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Testing hypotheses about the parameters of the shifted and rescaled Wiener process
The paper deals with testing hypotheses about the shift and scale parameters of Wiener process. Tests are based on the first time when the process reaches a pre-specified positive boundary....
BA - Obecná matematika
- 2009 •
- D
Rok uplatnění
D - Stať ve sborníku
A solution of an equation for indexed functions
We present a characterization of a collection of indexed real functions fulfilling a particular equation. Consequently, we are receiving a description of those linear transformations of a Wiener process which result in a time-change...
BA - Obecná matematika
- 2004 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Random effects in drug dissolution
Stochastic modifications of deterministic dissolution models using the concept of Wiener process are presented...
BB - Aplikovaná statistika, operační výzkum
- 2010 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Existence of Global Martingale Solutions to Stochastic Hyperbolic Equations Driven by a Spatially Homogeneous Wiener Process
Semilinear second-order stochastic hyperbolic equations driven by a spatially homogeneous Wiener process are studied. Sufficient conditions on the coefficients of the equation to have global martingale solutions are found. In partic...
BA - Obecná matematika
- 2006 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Suitability of Wiener process based model for prediction of temperature dependent super capacitor availability
In this paper we focus on the estimation of the essential availability and reliability characteristics of super capacitors. The estimation is based on experimental data calculation using a Wiener process. The experimental data were ...
JS - Řízení spolehlivosti a kvality, zkušebnictví
- 2015 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
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