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Karhunen–Loeve expansion for the additive two-sided Brownian motion - MaRDI portal

Karhunen–Loeve expansion for the additive two-sided Brownian motion (Q5160239)

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scientific article; zbMATH DE number 7416433
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Karhunen–Loeve expansion for the additive two-sided Brownian motion
scientific article; zbMATH DE number 7416433

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    Karhunen–Loeve expansion for the additive two-sided Brownian motion (English)
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    28 October 2021
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    additive two-sided Brownian motion
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    Karhunen-Loeve expansion
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    Laplace transform
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    small deviation
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