Representations of Gaussian processes by Wiener processes (Q1165518)
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scientific article; zbMATH DE number 3766785
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Representations of Gaussian processes by Wiener processes |
scientific article; zbMATH DE number 3766785 |
Statements
Representations of Gaussian processes by Wiener processes (English)
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1981
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covariance function
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stochastic integral representation
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barrier-crossing probability
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Brownian bridge
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Ornstein-Uhlenbeck process
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