Representations of Gaussian processes by Wiener processes
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Publication:1165518
DOI10.2140/pjm.1981.94.407zbMath0487.60039MaRDI QIDQ1165518
Publication date: 1981
Published in: Pacific Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2140/pjm.1981.94.407
covariance function; Brownian bridge; Ornstein-Uhlenbeck process; stochastic integral representation; barrier-crossing probability