Fredholm representation of multiparameter Gaussian processes with applications to equivalence in law and series expansions
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Publication:340785
DOI10.15559/15-VMSTA39CNFzbMath1352.60056arXiv1506.07211MaRDI QIDQ340785
Lauri Viitasaari, Tommi Sottinen
Publication date: 15 November 2016
Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1506.07211
Brownian sheetseries expansionsFredholm representationGaussian sheetsmultiparameter Gaussian processes
Random fields (60G60) Gaussian processes (60G15) Brownian motion (60J65) Stochastic integrals (60H05)
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Long-range dependent completely correlated mixed fractional Brownian motion ⋮ Integration-by-parts characterizations of Gaussian processes ⋮ Prediction law of mixed Gaussian Volterra processes
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