Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 2, pp. 370-372
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E. A. Begovatov. A stochastic integral for a Gaussian process. Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 2, pp. 370-372. http://geodesic.mathdoc.fr/item/TVP_1969_14_2_a20/
@article{TVP_1969_14_2_a20,
author = {E. A. Begovatov},
title = {A~stochastic integral for {a~Gaussian} process},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {370--372},
year = {1969},
volume = {14},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1969_14_2_a20/}
}
TY - JOUR
AU - E. A. Begovatov
TI - A stochastic integral for a Gaussian process
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1969
SP - 370
EP - 372
VL - 14
IS - 2
UR - http://geodesic.mathdoc.fr/item/TVP_1969_14_2_a20/
LA - ru
ID - TVP_1969_14_2_a20
ER -
%0 Journal Article
%A E. A. Begovatov
%T A stochastic integral for a Gaussian process
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1969
%P 370-372
%V 14
%N 2
%U http://geodesic.mathdoc.fr/item/TVP_1969_14_2_a20/
%G ru
%F TVP_1969_14_2_a20
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.
