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Teoriya Veroyatnostei i ee Primeneniya, 1969, Volume 14, Issue 2, Pages 370–372 (Mi tvp1190)  
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'
Full-text PDF (183 kB) Citations (2)
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
English version:
Theory of Probability and its Applications, 1969, Volume 14, Issue 2, Pages 354–356
DOI: https://doi.org/10.1137/1114047
Bibliographic databases:
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Beg69}
\by E.~A.~Begovatov
\paper A~stochastic integral for a~Gaussian process
\jour Teor. Veroyatnost. i Primenen.
\yr 1969
\vol 14
\issue 2
\pages 370--372
\mathnet{http://mi.mathnet.ru/tvp1190}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=248920}
\zmath{https://zbmath.org/?q=an:0194.49202|0181.44204}
\transl
\jour Theory Probab. Appl.
\yr 1969
\vol 14
\issue 2
\pages 354--356
\crossref{https://doi.org/10.1137/1114047}
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  • https://www.mathnet.ru/eng/tvp1190
  • https://www.mathnet.ru/eng/tvp/v14/i2/p370
    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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