Characteristic function of quadratic convolution functional on the space of trajectories of Gaussian processes (Q6998048)
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scientific article; zbMATH DE number 8026449
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| English | Characteristic function of quadratic convolution functional on the space of trajectories of Gaussian processes |
scientific article; zbMATH DE number 8026449 |
Statements
Characteristic function of quadratic convolution functional on the space of trajectories of Gaussian processes (English)
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11 April 2025
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Gaussian processes
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Wiener process
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Fredholm determinant
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integral quadratic functionals
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Ornstein-Uhlenbeck process
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convolution functional
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