A note on Karhunen-Loève expansions for the demeaned stationary Ornstein-Uhlenbeck process (Q310648)
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scientific article; zbMATH DE number 6625423
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on Karhunen-Loève expansions for the demeaned stationary Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 6625423 |
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A note on Karhunen-Loève expansions for the demeaned stationary Ornstein-Uhlenbeck process (English)
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8 September 2016
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demeaned stationary Ornstein-Uhlenbeck process
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Karhunen-Loève expansion
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Laplace transform
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small deviations
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