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Problemy Peredachi Informatsii, 1985, Volume 21, Issue 4, Pages 41–48 (Mi ppi1005)  
This article is cited in 1 scientific paper (total in 1 paper)

Methods of Signal Processing

Calculation of Distribution of Convolution of a Wiener Process

A. A. Klyachko, Yu. V. Solodyannikov
Full-text PDF (617 kB) Citations (1)
Abstract: The authors calculate the distribution of the convolution
$$ \int^\tau_0 w(t)w(\tau-t)dt $$
of a standard Wiener process $w(t)$. Some applications of this functional are considered.
Received: 26.09.1983
Revised: 19.01.1984
Bibliographic databases:
Document Type: Article
UDC: 621.391.1:519.27
Language: Russian
Citation: A. A. Klyachko, Yu. V. Solodyannikov, “Calculation of Distribution of Convolution of a Wiener Process”, Probl. Peredachi Inf., 21:4 (1985), 41–48; Problems Inform. Transmission, 21:4 (1985), 279–384
Citation in format AMSBIB
\Bibitem{KlySol85}
\by A.~A.~Klyachko, Yu.~V.~Solodyannikov
\paper Calculation of Distribution of Convolution of a~Wiener Process
\jour Probl. Peredachi Inf.
\yr 1985
\vol 21
\issue 4
\pages 41--48
\mathnet{http://mi.mathnet.ru/ppi1005}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=820707}
\zmath{https://zbmath.org/?q=an:0592.60070}
\transl
\jour Problems Inform. Transmission
\yr 1985
\vol 21
\issue 4
\pages 279--384
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  • https://www.mathnet.ru/eng/ppi/v21/i4/p41
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Проблемы передачи информации Problems of Information Transmission
     
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