EMIS ELibM Electronic Journals PUBLICATIONS DE L'INSTITUT MATHÉMATIQUE (BEOGRAD) (N.S.)
Vol. 45(59), pp. 195--201 (1989)

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OB EKVIVALENTNOSTI ODNOGO PROCESSA DIFFUZIONNOGO TIPA V GIL'BETROVOM PROSTRANSTVE I VINEROVSKOGO PROCESSA

Ljiljana Petrushevski

Arhitektonski fakultet, Beograd, Yugoslavia

Abstract: 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 $$ \xi(t)=\int_0^t A(s)\xi(s)ds+W(t),\quad 0\leq t\leq T $$ gde $A(s)$ izmerimaya operatornaya funkciya c interiruemo\u\i v kvadrate sledovo\u\i normo\u\i na $[0,T]$.

Classification (MSC2000): 60G12, 60G15, 60G30

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Electronic fulltext finalized on: 2 Nov 2001. This page was last modified: 16 Nov 2001.

© 2001 Mathematical Institute of the Serbian Academy of Science and Arts
© 2001 ELibM for the EMIS Electronic Edition