Department of Pattern Recognition

Research Report

Linear Transformation of Wiener Process Giving Wiener Process, Brownian Bridge or Ornstein-Uhlenbeck Process

Lachout Petr

: ÚTIA AV ČR, (Praha 2000)

: Research Report 1984

: AV0Z1075907

: GA201/99/0264, GA ČR

: 12A, 12B