About: On linear transformations of Wiener process.

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An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	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. 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. (en)
Title	On linear transformations of Wiener process. On linear transformations of Wiener process. (en)
skos:prefLabel	On linear transformations of Wiener process. On linear transformations of Wiener process. (en)
skos:notation	RIV/67985556:_____/03:16030150!RIV/2004/AV0/A16004/N
http://linked.open.../vavai/riv/strany	1;9
http://linked.open...avai/riv/aktivita	P Z
http://linked.open...avai/riv/aktivity	P(GA201/02/0621), Z(AV0Z1075907), Z(MSM 113200008)
http://linked.open...iv/cisloPeriodika	1
http://linked.open...vai/riv/dodaniDat	2004
http://linked.open...aciTvurceVysledku	Lachout, Petr
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Ústav teorie informace a automatizace AV ČR, v. v. i.
http://linked.open...dnocenehoVysledku	619375
http://linked.open...ai/riv/idVysledku	RIV/67985556:_____/03:16030150
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Wiener process; stochastic integral; covariance (en)
http://linked.open.../riv/klicoveSlovo	covariance stochastic integral Wiener process
http://linked.open...odStatuVydavatele	CZ - Česká republika
http://linked.open...ontrolniKodProRIV	[2E971A276CA6]
http://linked.open...i/riv/nazevZdroje	Tatra Mountains Mathematical Publications
http://linked.open...in/vavai/riv/obor	BA
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	1 (xsd:int)
http://linked.open...ocetUcastnikuAkce	0 (xsd:int)
http://linked.open...nichUcastnikuAkce	0 (xsd:int)
http://linked.open...vavai/riv/projekt	Statistical inference in econometric models
http://linked.open...UplatneniVysledku	2003
http://linked.open...v/svazekPeriodika	26
http://linked.open...iv/tvurceVysledku	Lachout, Petr
http://linked.open...n/vavai/riv/zamer	Uncertainty methods in theoretical cybernetics: system identification, information processing, decision-making, and control http://linked.opendata.cz/resource/domain/vavai/zamer/MSM%20113200008
issn	1210-3195
number of pages	9 (xsd:int)

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