Publication details
Journal Article
On linear transformations of Wiener process
: Tatra Mountains Mathematical Publications vol.26, 1 (2003), p. 1-9
: CEZ:AV0Z1075907
: GA201/02/0621, GA ČR
: Wiener process, stochastic integral, covariance
(eng): We characterize those linear transformations of a Wiener process which result in a time-changed Wiener process. We present a complete discussion of one point transformation and a partial discussion for two point transformation.
: 12A
: BA