Keyword: Wiener process

Found 6 papers in total
Wiener Disorder Problem with Observations at Fixed Discrete Time Epochs
Wiener Disorder Problem with Observations at Fixed Discrete Time Epochs
2010,
Suppose that a Wiener process gains a known drift rate at some unobservable disorder...
Estimation of the mean of multivariate AR processes
Estimation of the mean of multivariate AR processes
2002,
In this paper, we show that for autoregressive processes the estimators of mean are...
On transformations of Wiener space
On transformations of Wiener space
1994,
The authors consider transformations of the form on the space C of all continuous...
Generalized functionals of Brownian motion
Generalized functionals of Brownian motion
1994,
This paper discusses some recent developments in the theory of generalized functionals...
An inventory model with Wiener demand process and positive lead time
An inventory model with Wiener demand process and positive lead time
1994,
In the paper there is presented a special one-product inventory model with Wiener...
On the asymptotic behaviour of first-passage-time densities for one-dimensional diffusion processes and varying boundaries
On the asymptotic behaviour of first-passage-time densities for one-dimensional diffusion processes and varying boundaries
1990,
Making use of the integral equations given earlier, the asymptotic behaviour of the...
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