Karhunen-Loève expansion of a set indexed fractional Brownian motion (Q2288771)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Karhunen-Loève expansion of a set indexed fractional Brownian motion |
scientific article |
Statements
Karhunen-Loève expansion of a set indexed fractional Brownian motion (English)
0 references
20 January 2020
0 references
fractional Brownian motion
0 references
Karhunen-Loève
0 references
set indexed
0 references
flow
0 references