Karhunen-Loève expansion for the second order detrended Brownian motion

DOI10.1155/2014/457051zbMath1469.60257OpenAlexW2128148967WikidataQ59038357 ScholiaQ59038357MaRDI QIDQ1724153

Yongchun Zhou, Boping Tian, Minghao Lv, Xiaohui Ai

Publication date: 14 February 2019

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/457051

zbMATH Keywords

detrended Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) General theory of stochastic processes (60G07)

Cites Work

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