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Teoriya Veroyatnostei i ee Primeneniya, 1969, Volume 14, Issue 2, Pages 370–372
(Mi tvp1190)
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This article is cited in 2 scientific papers (total in 2 papers)
Short Communications
A stochastic integral for a Gaussian process
E. A. Begovatov Kazan'
Abstract:
A stochastic integral of the form
$$
\int_0^Tf(y(\tau))\,dx(\tau)
$$
where $x(\tau)$, $y(\tau)$ are Gaussian processes, is defined, its existence for a class of functions $f$ being proved.
Received: 12.11.1967
Citation:
E. A. Begovatov, “A stochastic integral for a Gaussian process”, Teor. Veroyatnost. i Primenen., 14:2 (1969), 370–372; Theory Probab. Appl., 14:2 (1969), 354–356
Linking options:
https://www.mathnet.ru/eng/tvp1190 https://www.mathnet.ru/eng/tvp/v14/i2/p370
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Abstract page: | 425 | Full-text PDF : | 166 | First page: | 1 |
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