Representations of Gaussian processes by Wiener processes

DOI10.2140/PJM.1981.94.407zbMath0487.60039OpenAlexW2064943149MaRDI QIDQ1165518

S. Singh

Publication date: 1981

Published in: Pacific Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2140/pjm.1981.94.407

zbMATH Keywords

covariance functionBrownian bridgeOrnstein-Uhlenbeck processstochastic integral representationbarrier-crossing probability

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65)

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