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Herbst, Tomáš
Estimator of variance of Wiener process based on its integral. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 27 (1986), issue 4, pp. 737-740
MSC: 60J60, 60J65, 62M05 | MR 874668 | Zbl 0614.62109
References:
[1] K. J. ASTRÖM: Introduction to Stochastic Control Theory. New York - London, 1970, Academic Press. MR 0270799
[2] T. HERBST: Integral of Wiener process and its functionals. Diploma thesis, Charles University Prague, 1986, in Czech.
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