Minimal invariant functions of the space-time Wiener process
HTML articles powered by AMS MathViewer
- by Kai Yuen Woo PDF
- Trans. Amer. Math. Soc. 231 (1977), 191-200 Request permission
Abstract:
Minimal invariant functions of the space-time Wiener process are obtained.References
- R. M. Blumenthal and R. K. Getoor, Markov processes and potential theory, Pure and Applied Mathematics, Vol. 29, Academic Press, New York-London, 1968. MR 0264757
- D. A. Darling, When is a fixed number of observations optimal?, Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability (Univ. California, Berkeley, Calif., 1970/1971) Univ. California Press, Berkeley, Calif., 1972, pp. 33–35. MR 0402908
- J. L. Doob, Stochastic processes, John Wiley & Sons, Inc., New York; Chapman & Hall, Ltd., London, 1953. MR 0058896
- J. L. Doob, J. L. Snell, and R. E. Williamson, Application of boundary theory to sums of independent random variables. , Contributions to probability and statistics, Stanford Univ. Press, Stanford, Calif., 1960, pp. 182–197. MR 0120667
- E. B. Dynkin, Markovskie protsessy, Gosudarstv. Izdat. Fiz.-Mat. Lit., Moscow, 1963 (Russian). MR 0193670
- Tze Leung Lai, Space-time processes, parabolic functions and one-dimensional diffusions, Trans. Amer. Math. Soc. 175 (1973), 409–438. MR 334337, DOI 10.1090/S0002-9947-1973-0334337-X
- H. P. McKean Jr., Stochastic integrals, Probability and Mathematical Statistics, No. 5, Academic Press, New York-London, 1969. MR 0247684
- Paul-André Meyer, Processus de Markov: La frontière de Martin, Lecture Notes in Mathematics, No. 77, Springer-Verlag, Berlin-New York, 1968 (French). MR 0246365
- H. Robbins and D. Siegmund, Statistical tests of power one and the integral representation of solutions of certain partial differential equations, Bull. Inst. Math. Acad. Sinica 1 (1973), no. 1, 93–120. MR 321204
Additional Information
- © Copyright 1977 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 231 (1977), 191-200
- MSC: Primary 60J50; Secondary 60J65
- DOI: https://doi.org/10.1090/S0002-9947-1977-0494524-0
- MathSciNet review: 0494524