| Title:
|
Estimator of variance of Wiener process based on its integral (English) |
| Author:
|
Herbst, Tomáš |
| Language:
|
English |
| Journal:
|
Commentationes Mathematicae Universitatis Carolinae |
| ISSN:
|
0010-2628 (print) |
| ISSN:
|
1213-7243 (online) |
| Volume:
|
27 |
| Issue:
|
4 |
| Year:
|
1986 |
| Pages:
|
737-740 |
| . |
| Category:
|
math |
| . |
| MSC:
|
60J60 |
| MSC:
|
60J65 |
| MSC:
|
62M05 |
| idZBL:
|
Zbl 0614.62109 |
| idMR:
|
MR874668 |
| . |
| Date available:
|
2008-06-05T21:26:51Z |
| Last updated:
|
2012-04-28 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/106493 |
| . |
| Reference:
|
[1] K. J. ASTRÖM: Introduction to Stochastic Control Theory.New York - London, 1970, Academic Press. MR 0270799 |
| Reference:
|
[2] T. HERBST: Integral of Wiener process and its functionals.Diploma thesis, Charles University Prague, 1986, in Czech. |
| . |
