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Latest revision as of 09:52, 5 March 2024

scientific article
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scientific article

    Statements

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    3 October 1993
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    Karhunen representation
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    Gaussian processes
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    stationary Gaussian process
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    construction of the canonical representation
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    prediction theory
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    Green's functions
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    Girsanov's theorem
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    Itô's formula
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    historical notes
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    Identifiers

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