Karhunen-Loeve expansion for the additive detrended Brownian motion (Q5367299)
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scientific article; zbMATH DE number 6790745
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| English | Karhunen-Loeve expansion for the additive detrended Brownian motion |
scientific article; zbMATH DE number 6790745 |
Statements
Karhunen–Loeve expansion for the additive detrended Brownian motion (English)
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12 October 2017
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additive detrended Brownian motion
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Fredholm integral equations
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Karhunen-Loeve expansion
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Laplace transform
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small deviation
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0.9161559343338012
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0.9063751101493835
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0.8992221355438232
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0.8740638494491577
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0.8575149178504944
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