Geodesic
Ob Ekvivalentnosti Odnogo Processa Diffuzionnogo Tipa v Gil'betrovom Prostranstve I Vinerovskogo Processa
Publications de l'Institut Mathématique, _N_S_45 (1989) no. 59, p. 195

Voir la notice de l'article provenant de la source eLibrary of Mathematical Institute of the Serbian Academy of Sciences and Arts

V eto\u\i rabote dokazano, chto slucha\u\iny\u\i process $\xi(t)$ so zacheniyami v separabel'nom gil'bertovom prostranstve, ekvivalenten vinerovskomy proccessu $W(t)$, na konechnom intervale $[0,T]$ v sluchae kogda $ \xi(t)=\int_0^t A(s)\xi(s)ds+W(t),\quad 0łeq tłeq T $ gde $A(s)$ izmerimaya operatornaya funkciya c interiruemo\u\i v kvadrate sledovo\u\i normo\u\i na $[0,T]$.
Classification : 60G12 60G15 60G30 
@article{PIM_1989_N_S_45_59_a26,
     author = {Ljiljana Petru\v{s}evski},
     title = {Ob {Ekvivalentnosti} {Odnogo} {Processa} {Diffuzionnogo} {Tipa} v {Gil'betrovom} {Prostranstve} {I} {Vinerovskogo} {Processa}},
     journal = {Publications de l'Institut Math\'ematique},
     pages = {195 },
     publisher = {mathdoc},
     volume = {_N_S_45},
     number = {59},
     year = {1989},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/PIM_1989_N_S_45_59_a26/}
}
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Ljiljana Petruševski. Ob Ekvivalentnosti Odnogo Processa Diffuzionnogo Tipa v Gil'betrovom Prostranstve I Vinerovskogo Processa. Publications de l'Institut Mathématique, _N_S_45 (1989) no. 59, p. 195 . http://geodesic.mathdoc.fr/item/PIM_1989_N_S_45_59_a26/