Skip to main content
Log in

The Random Field Induced by a Wiener Process

  • Notes
  • Published:
Automation and Remote Control Aims and scope Submit manuscript

Abstract

A model for the scalar random field induced by a Wiener process is analyzed.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

REFERENCES

  1. Gaishun, I.V., Vpolne razreshimye mnogomernye differentsial’nye uravneniya (Completely Solvable Multidimensional Differential Equations), Minsk: Nauka i Tekhnika, 1983.

    Google Scholar 

  2. Mukha, V., State Model for Scalar Random Fields. Computer Data Analysis and Modeling. Robustness and Computer Intensive Methods, Proc. Sixth Int. Conf., Minsk, 2001, vol. 2, pp. 137–141.

    Google Scholar 

  3. Cramer, H. and Leadbetter, M., Stationary and Related Stochastic Processes, New York: Wiley, 1967. Translated under the title Statsionarnye sluchainye protsessy, Moscow: Mir, 1969.

    Google Scholar 

  4. Mukha, V.S., Veroyatnostnye protsessy v avtomatizirovannykh sistemakh upravleniya. Chast’ 2 (Probabilistic Processes in Automatic Control Systems. Part. 2), Minsk: MRTI, 1988.

    Google Scholar 

  5. Cramer, H., Mathematical Methods of Statistics, Princeton: Princeton Univ. Press, 1937. Translated under the title Matematicheskie metody statistiki, Moscow: Mir, 1975.

    Google Scholar 

  6. Levy, P., Processus Stochastiques et Movement Brownien, Paris: Gauthier-Villars, 1965. Translated under the title Stokhasticheskie protsessy i brounovskoe dvizhenie, Moscow: Nauka, 1972.

    Google Scholar 

  7. Morozova, E.A. and Chentsov, N.N., Levy Stochastic Fields, Teor. Veroyatn. Primenen., 1968, vol. 13, pp. 152–155.

    Google Scholar 

  8. Veroyatnost’ i matematicheskaya statistika: entsiklopediya (Probability and Mathematical Statistics: Encyclopedia), Moscow: BRE, 1999.

  9. Chentsov, N.N., Wiener Stochastic Fields of Several Parameters, Dokl. Akad. Nauk SSSR, 1956, vol. 106, no.4, pp. 607–609.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

__________

Translated from Avtomatika i Telemekhanika, No. 6, 2005, pp. 170–174.

Original Russian Text Copyright © 2005 by Mukha.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Mukha, V.S. The Random Field Induced by a Wiener Process. Autom Remote Control 66, 1003–1006 (2005). https://doi.org/10.1007/s10513-005-0144-8

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10513-005-0144-8

Keywords

Navigation