scientific article; zbMATH DE number 4064206

MaRDI QIDQ3797997zbMATH OpenFDO

Authors Claudio Maccone

Publication date 1985

zbMATH Keywords

Bessel functionsKarhunen-Loève expansionOrnstein-Uhlenbeck process

Mathematics Subject Classification ID

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

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