scientific article; zbMATH DE number 4064206

MaRDI QIDQ3797997zbMATH OpenFDO

Authors Claudio Maccone

Publication date 1985

zbMATH Keywords

Ornstein-Uhlenbeck processBessel functionsKarhunen-Loève expansion

Mathematics Subject Classification ID

Brownian motion (60J65) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10)

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• Brownian fluctuations in space-time with applications to vibrations of rods

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