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Karhunen-Loève expansion of a set indexed fractional Brownian motion (Q2288771)

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English
Karhunen-Loève expansion of a set indexed fractional Brownian motion
scientific article

    Statements

    title
    Karhunen-Loève expansion of a set indexed fractional Brownian motion (English)
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    author
    Arthur Yosef
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    Amos Baranes
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    publication date
    20 January 2020
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    zbMATH Keywords
    fractional Brownian motion
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    Karhunen-Loève
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    set indexed
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    flow
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    Identifiers

    Mathematics Subject Classification ID
    60G22
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    60J65
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    60G15
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    60G17
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    zbMATH DE Number
    7153429
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    OpenAlex ID
    W2973818654
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