Karhunen-Loève expansion for additive Brownian motions (Q2350351)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Karhunen-Loève expansion for additive Brownian motions |
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Karhunen-Loève expansion for additive Brownian motions (English)
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19 June 2015
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Gaussian random fields
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additive processes
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Brownian motion
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Brownian bridge
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Karhunen-Loève expansion
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small deviations
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Laplace transform
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