Canonical representation for Gaussian processes (Q3653086)
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scientific article; zbMATH DE number 5650338
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Canonical representation for Gaussian processes |
scientific article; zbMATH DE number 5650338 |
Statements
Canonical Representation for Gaussian Processes (English)
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18 December 2009
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Volterra processes
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Stochastic integrals
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Reproducing kernel Hilbert space
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Malliavin calculus
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Girsanov theorem
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0.847516655921936
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0.8236315250396729
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0.8097774386405945
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0.7978497743606567
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