Karhunen-Loève expansion for a generalization of Wiener bridge (Q1728108)
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scientific article
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| English | Karhunen-Loève expansion for a generalization of Wiener bridge |
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Karhunen-Loève expansion for a generalization of Wiener bridge (English)
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22 February 2019
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Gauss process
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Karhunen-Loève expansion
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integral operator
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Wiener bridge
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0.8653889894485474
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0.8346913456916809
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0.829243540763855
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0.8252012133598328
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0.8231135606765747
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