Journal of the Chungcheong Mathematical Society (충청수학회지)
- Volume 5 Issue 1
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- Pages.23-34
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- 1992
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- 1226-3524(pISSN)
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- 2383-6245(eISSN)
On Presentable Approximation for Nonlinear Noise
- Kang, Jie-Hyung (Department of Mathematics Education Kongju National Teachers College)
- Received : 1992.03.12
- Published : 1992.07.31
Abstract
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.
Keywords