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2016
The Wiener process (or the Brownian motion) is the starting point and the basis for all the following chapters. This is why we will consider this process more explicitly. It is a continuous-time process having as prominent a position in stochastic calculus as the Gaussian distribution in statistics. After introducing its defining properties intuitively,
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The Wiener process (or the Brownian motion) is the starting point and the basis for all the following chapters. This is why we will consider this process more explicitly. It is a continuous-time process having as prominent a position in stochastic calculus as the Gaussian distribution in statistics. After introducing its defining properties intuitively,
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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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Time interval of multiple crossings of the Wiener process and a fixed threshold in engineering
Mechanical Systems and Signal Processing, 2020Zhenhao Zhang
exaly
Measurement: Journal of the International Measurement Confederation, 2023
Bowen Feng, Zenggui Gao
exaly
Bowen Feng, Zenggui Gao
exaly
Real‐time Reliability Evaluation with a General Wiener Process‐based Degradation Model
Quality and Reliability Engineering International, 2014Xiaolin Wang
exaly