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Stochastic Processes And The Wiener Process
2000Abstract We would like to relate our treatment of the Wiener process to the larger framework of stochastic processes. Actually, our discussion will center around two theorems of Kolmogorov, the first being the “Kolmogorov consistency theorem”. The discussion will be brief and no proofs will be given. A much more thorough discussion of
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Stochastic Cooling as Wiener Process
2018Proceedings of the 11th Workshop on Beam Cooling and Related Topics, COOL2017, Bonn ...
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Functionals of a Wiener Process
1980The purpose of this chapter is to derive representations of square-integrable functionals on Wiener space. This is a topic of importance in the theory of nonlinear prediction and filtering. The three main results in the literature derive for a square-integrable functional of a Wiener process (see definition below) (a) An L 2-convergent expansion
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Wiener Integrals Associated with Diffusion Processes
Theory of Probability & Its Applications, 1968Benes, V. E., Shepp, L. A.
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