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scientific article; zbMATH DE number 424625
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scientific article; zbMATH DE number 424625 |
Statements
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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0.849303126335144
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0.8299529552459717
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0.8104784488677979
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0.8031347393989563
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