Karhunen–Loeve expansion for the additive two-sided Brownian motion (Q5160239)
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scientific article; zbMATH DE number 7416433
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Karhunen–Loeve expansion for the additive two-sided Brownian motion |
scientific article; zbMATH DE number 7416433 |
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Karhunen–Loeve expansion for the additive two-sided Brownian motion (English)
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28 October 2021
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additive two-sided Brownian motion
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Karhunen-Loeve expansion
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Laplace transform
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small deviation
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