Karhunen-Loève expansion of a set indexed fractional Brownian motion (Q2288771)
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scientific article; zbMATH DE number 7153429
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| English | Karhunen-Loève expansion of a set indexed fractional Brownian motion |
scientific article; zbMATH DE number 7153429 |
Statements
Karhunen-Loève expansion of a set indexed fractional Brownian motion (English)
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20 January 2020
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fractional Brownian motion
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Karhunen-Loève
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set indexed
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flow
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0.7954431176185608
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0.7946505546569824
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0.7798354029655457
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0.779767632484436
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0.7721676826477051
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