Canonical Representation for Gaussian Processes (Q3653086)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Canonical Representation for Gaussian Processes |
scientific article |
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Canonical Representation for Gaussian Processes (English)
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18 December 2009
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Volterra processes
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Stochastic integrals
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Reproducing kernel Hilbert space
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Malliavin calculus
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Girsanov theorem
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