Wu, Tiee-Jian; Wasan, M. T. - In: Stochastic Processes and their Applications 64 (1996) 2, pp. 273-286
Due to the advances in computer technology a lot of industrial, biological, and medical processes are continuously monitored by instruments under the control of microprocessors. Thus, our data is a set of curves defined on certain time intervals, i.e., sample paths of continuous-time stochastic...