We characterize collections of indexed real functions fulfilling a particular equation. Description of those linear transformations of Wiener process which result in a time-changed Wiener process, Brownian bridge or Ornstein--Uhlenbeck process, follows.
We characterize collections of indexed real functions fulfilling a particular equation. Description of those linear transformations of Wiener process which result in a time-changed Wiener process, Brownian bridge or Ornstein--Uhlenbeck process, follows. (en)