W pracy przedstawione zostały dwie niezależne od siebie konstrukcje procesu Wienera. W pierwszym rozdziale zawarto podstawowe definicje i twierdzenia z procesów stochastycznych. W rozdziale drugim zaprezentowano konstrukcję opartą na twierdzeniach Kołmogorowa (o rozkładach zgodnych i o ciagłosci procesów). Natomiast konstrukcja z rozdziału trzeciego opiera się na teorii przestrzeni Hilberta.In this paper there are presented two constructions of the Wiener process. The first chapter contains basic definitions and theorems from stochastic processes. In the second chapter we present application of Kolmogorov extension theorem and Kolmogorov continuity theorem in construction of the Wiener process. The last chapter contains construction based ...
The transformation problem of Kolmogorov equations for one-dimensional diffusion processes to the Ko...
AbstractBy a Wiener process we mean a countably additive random measure taking independent values on...
This book gives the basis of the probabilistic functional analysis on Wiener space, developed during...
In this thesis we research and introduce several properties of paths of a Wiener process. At first w...
In a recent paper the author used his work in measure and integration to obtain the projective limit...
Stochastic analysis is the analysis of functionals defined on the Wiener space, i.e., the space on w...
Już w XIX w. proces Wienera dzięki swoim szczególnym własnościom został użyty do konstrukcji modelu ...
The purpose of this paper is to get a canonical representation of Gaussian processes which are equiv...
Na początku zostały omówione podstawowe definicje i twierdzenia dotyczące procesów stochastycznych. ...
Proučaveni su uopšteni slučajni procesi na različitim prostorima uopštenih funkcija i date njihove r...
Necessary and sufficient conditions for transforming into the Wiener process a one-dimensional diffu...
In this work cylindrical Wiener processes on Banach spaces are defined by means of cylindrical stoch...
Cílem této práce je důkaz Kolmogorovovy věty o projektivní limitě a následná aplikace této věty. Nej...
AbstractNecessary and sufficient conditions for transforming into the Wiener process a one-dimension...
The Malliavin calculus (also known as the stochastic calculus of variations) is an infinite–dimensio...
The transformation problem of Kolmogorov equations for one-dimensional diffusion processes to the Ko...
AbstractBy a Wiener process we mean a countably additive random measure taking independent values on...
This book gives the basis of the probabilistic functional analysis on Wiener space, developed during...
In this thesis we research and introduce several properties of paths of a Wiener process. At first w...
In a recent paper the author used his work in measure and integration to obtain the projective limit...
Stochastic analysis is the analysis of functionals defined on the Wiener space, i.e., the space on w...
Już w XIX w. proces Wienera dzięki swoim szczególnym własnościom został użyty do konstrukcji modelu ...
The purpose of this paper is to get a canonical representation of Gaussian processes which are equiv...
Na początku zostały omówione podstawowe definicje i twierdzenia dotyczące procesów stochastycznych. ...
Proučaveni su uopšteni slučajni procesi na različitim prostorima uopštenih funkcija i date njihove r...
Necessary and sufficient conditions for transforming into the Wiener process a one-dimensional diffu...
In this work cylindrical Wiener processes on Banach spaces are defined by means of cylindrical stoch...
Cílem této práce je důkaz Kolmogorovovy věty o projektivní limitě a následná aplikace této věty. Nej...
AbstractNecessary and sufficient conditions for transforming into the Wiener process a one-dimension...
The Malliavin calculus (also known as the stochastic calculus of variations) is an infinite–dimensio...
The transformation problem of Kolmogorov equations for one-dimensional diffusion processes to the Ko...
AbstractBy a Wiener process we mean a countably additive random measure taking independent values on...
This book gives the basis of the probabilistic functional analysis on Wiener space, developed during...