MULTIVARIATE PARTIAL DIFFERENTIAL EQUATION DESCRIBING THE EVOLUTION OF A GAUSSIAN PROCESS (Q3405581)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MULTIVARIATE PARTIAL DIFFERENTIAL EQUATION DESCRIBING THE EVOLUTION OF A GAUSSIAN PROCESS |
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MULTIVARIATE PARTIAL DIFFERENTIAL EQUATION DESCRIBING THE EVOLUTION OF A GAUSSIAN PROCESS (English)
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10 February 2010
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Gaussian processes
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parabolic partial differential equations
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self-similar processes
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fractional Brownian motion
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