Probability distribution of the stochastic convolution functional of a normal Markov process

zbMath0766.60024MaRDI QIDQ1813591

A. S. Mazmanishvili, Yu. P. Virchenko

Publication date: 25 June 1992

Published in: Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

characteristic functionprobability distributioncomplex-valued normal Markov processconvolution functional

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Continuous-time Markov processes on discrete state spaces (60J27)

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