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Estimator of variance of Wiener process based on its integral
Commentationes Mathematicae Universitatis Carolinae, Tome 27 (1986) no. 4, pp. 737-740 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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Classification : 60J60, 60J65, 62M05 
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Herbst, Tomáš. Estimator of variance of Wiener process based on its integral. Commentationes Mathematicae Universitatis Carolinae, Tome 27 (1986) no. 4, pp. 737-740. http://geodesic.mathdoc.fr/item/CMUC_1986_27_4_a11/

[1] K. J. ASTRÖM: Introduction to Stochastic Control Theory. New York - London, 1970, Academic Press. | MR

[2] T. HERBST: Integral of Wiener process and its functionals. Diploma thesis, Charles University Prague, 1986, in Czech.