Canonical Representation for Gaussian Processes (Q3653086): Difference between revisions
From MaRDI portal
Latest revision as of 08:19, 2 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Canonical Representation for Gaussian Processes |
scientific article |
Statements
Canonical Representation for Gaussian Processes (English)
0 references
18 December 2009
0 references
Volterra processes
0 references
Stochastic integrals
0 references
Reproducing kernel Hilbert space
0 references
Malliavin calculus
0 references
Girsanov theorem
0 references
0 references