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학술저널

On Presentable Approximation for Nonlinear Noise

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This is an extension of results of Wiener’s nonlinear noise theory from noises generated by the Wiener process to noises generated by processes with stationary Gaussian increments. In particular, using Nisio’s Approach, we show that every measurable ergodic noise can be approximated in law by Gaussian process-presentable noise.

ABSTRACT

I. Introduction

II. Gaussian Process-Presentable

III. Approximation for Nonlinear Noise

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