RUS
ENG
Full version
JOURNALS
// Teoriya Veroyatnostei i ee Primeneniya
// Archive
Teor. Veroyatnost. i Primenen.,
1969
Volume 14,
Issue 2,
Pages
370–372
(Mi tvp1190)
This article is cited in
2
papers
Short Communications
A stochastic integral for a Gaussian process
E. A. Begovatov
Kazan'
Abstract:
A stochastic integral of the form
$$ \int_0^Tf(y(\tau))\,dx(\tau) $$
where
$x(\tau)$
,
$y(\tau)$
are Gaussian processes, is defined, its existence for a class of functions
$f$
being proved.
Received:
12.11.1967
Fulltext:
PDF file (183 kB)
Cited by
English version:
Theory of Probability and its Applications, 1969,
14
:2,
354–356
Bibliographic databases:
©
Steklov Math. Inst. of RAS
, 2024