Open AccessStochastic Equivalence of Gaussian Process to the Wiener Process, Brownian Bridge, Ornstein–Uhlenbeck Process
Author(s) -
Наталія Володимирівна Прохоренко
Publication year - 2016
Publication title -
naukovì vìstì nacìonalʹnogo tehnìčnogo unìversitetu ukraïni "kiïvsʹkij polìtehnìčnij ìnstitut"
Language(s) - English
Resource type - Journals
eISSN - 2519-8890
pISSN - 1810-0546
DOI - 10.20535/1810-0546.2016.4.67024
Subject(s) - ornstein–uhlenbeck process , mathematics , brownian bridge , gaussian random field , wiener process , covariance function , gaussian process , covariance , gaussian , brownian excursion , stochastic process , gaussian integral , classical wiener space , brownian motion , fractional brownian motion , equivalence (formal languages) , reflected brownian motion , statistical physics , mathematical analysis , diffusion process , pure mathematics , geometric brownian motion , statistics , computer science , physics , quantum mechanics , knowledge management , innovation diffusion