DOIAbstract
AbstractBy a Wiener process we mean a countably additive random measure taking independent values on disjoint sets. Given two continuous Wiener processes we give their decomposition into weakly equivalent and mutually singular parts
AbstractBy a Wiener process we mean a countably additive random measure taking independent values on disjoint sets. Given two continuous Wiener processes we give their decomposition into weakly equivalent and mutually singular parts
We prove that in Markov process, if initial distribution is absolutely continuous, then joint distri...
Abstract: Let ξ1 and ξ2 be two solutions of two stochastic differential equa-tions with respect to L...
W pracy przedstawione zostały dwie niezależne od siebie konstrukcje procesu Wienera. W pierwszym roz...
We deal with random processes obtained from a homogeneous random process with independent increments...
The purpose of this paper is to get a canonical representation of Gaussian processes which are equiv...
International audienceWe introduce an elementary method for proving the absolute continuity of the t...
Let [mu](Y) and be the laws on of the Gaussian processeswhere K and are entire matrix valued mapping...
In this paper we study mutual absolute continuity, finiteness of relative entropy and the possibilit...
AbstractA countable-dimensional stochastic differential equation (*) dX(t) = a(t, X) dt + dW(t) is c...
AbstractIt is shown that every full eA decomposable probability measure on Rk, where A is a linear o...
In this paper, we first establish a large deviation for increments of a Wiener process. A functional...
AbstractContinuing an earlier work [4], properties of canonical Wiener processes are investigated. A...
We prove that the density of X1+â¯+Xn-nE[X1]n, where Xnnâ¥1 is a sequence of independent and identic...
The Wiener process is the classical example of a mathematical model for Brownian movement. Wiener vi...
Let {X(t),t∈ T} be a continuous homogeneous stochastic process with independent increments. A review...
We prove that in Markov process, if initial distribution is absolutely continuous, then joint distri...
Abstract: Let ξ1 and ξ2 be two solutions of two stochastic differential equa-tions with respect to L...
W pracy przedstawione zostały dwie niezależne od siebie konstrukcje procesu Wienera. W pierwszym roz...
We deal with random processes obtained from a homogeneous random process with independent increments...
The purpose of this paper is to get a canonical representation of Gaussian processes which are equiv...
International audienceWe introduce an elementary method for proving the absolute continuity of the t...
Let [mu](Y) and be the laws on of the Gaussian processeswhere K and are entire matrix valued mapping...
In this paper we study mutual absolute continuity, finiteness of relative entropy and the possibilit...
AbstractA countable-dimensional stochastic differential equation (*) dX(t) = a(t, X) dt + dW(t) is c...
AbstractIt is shown that every full eA decomposable probability measure on Rk, where A is a linear o...
In this paper, we first establish a large deviation for increments of a Wiener process. A functional...
AbstractContinuing an earlier work [4], properties of canonical Wiener processes are investigated. A...
We prove that the density of X1+â¯+Xn-nE[X1]n, where Xnnâ¥1 is a sequence of independent and identic...
The Wiener process is the classical example of a mathematical model for Brownian movement. Wiener vi...
Let {X(t),t∈ T} be a continuous homogeneous stochastic process with independent increments. A review...
We prove that in Markov process, if initial distribution is absolutely continuous, then joint distri...
Abstract: Let ξ1 and ξ2 be two solutions of two stochastic differential equa-tions with respect to L...
W pracy przedstawione zostały dwie niezależne od siebie konstrukcje procesu Wienera. W pierwszym roz...
Add to ORKG