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Trudy Instituta Matematiki i Mekhaniki UrO RAN, 2018, Volume 24, Number 2, Pages 3–11
DOI: https://doi.org/10.21538/0134-4889-2018-24-2-3-11
(Mi timm1517)
 

This article is cited in 1 scientific paper (total in 1 paper)

On the definition of a Brownian sheet

U. A. Alekseeva

Ural Federal University named after the First President of Russia B. N. Yeltsin, Ekaterinburg
Full-text PDF (189 kB) Citations (1)
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Abstract: We study the properties of a Brownian sheet, which is a random field generalizing the Brownian motion. It is demonstrated that different sets of properties can be used to define this random function, just as in the case of the Brownian motion. We formulate four definitions of the Brownian motion and, based on them, four definitions of a Brownian sheet. An interesting property of the Brownian motion, which is important for our discussion, is the fact that a process with continuous trajectories and independent increments starting from zero is Gaussian (J. Doob's theorem). In the present paper, we generalize this statement to the case of random fields, which allows us to prove the equivalence of the formulated definitions of a Brownian sheet.
Keywords: Brownian sheet, Brownian motion, Wiener process, Gaussian process, Wiener-Chentsov random field.
Funding agency Grant number
Ministry of Education and Science of the Russian Federation 02.A03.21.0006
Received: 19.03.2018
Bibliographic databases:
Document Type: Article
UDC: 517.977
MSC: 60G60, 60G15
Language: Russian
Citation: U. A. Alekseeva, “On the definition of a Brownian sheet”, Trudy Inst. Mat. i Mekh. UrO RAN, 24, no. 2, 2018, 3–11
Citation in format AMSBIB
\Bibitem{Ale18}
\by U.~A.~Alekseeva
\paper On the definition of a Brownian sheet
\serial Trudy Inst. Mat. i Mekh. UrO RAN
\yr 2018
\vol 24
\issue 2
\pages 3--11
\mathnet{http://mi.mathnet.ru/timm1517}
\crossref{https://doi.org/10.21538/0134-4889-2018-24-2-3-11}
\elib{https://elibrary.ru/item.asp?id=35060672}
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  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    Trudy Instituta Matematiki i Mekhaniki UrO RAN
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    Abstract page:438
    Full-text PDF :191
    References:46
    First page:10
     
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