scientific article; zbMATH DE number 3925933

MaRDI QIDQ3700554zbMATH OpenFDO

Authors Claudio Maccone

Publication date 1985

zbMATH Keywords

Karhunen-Loève expansionMandelbrot's fractional Brownian motions

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05)

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