Compact representation of the Hadamard function in a multidimensional space based on the integral correlation matrix operator

DOI10.1007/BF01364979MaRDI QIDQ1325490zbMATH OpenOpenAlexFDO

Authors Yu. T. Kostenko, A. S. Mazmanishvili

Publication date 29 June 1994

Published in Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01364979

zbMATH Keywords

controlgenerating functionOrnstein-Uhlenbeck process

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Stochastic analysis (60H99) Diffusion processes (60J60)

Review text

See the review in Zbl 0706.60069.

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