Karhunen-Loève expansions of Lévy processes
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Publication:5075482
DOI10.1080/03610926.2017.1400057OpenAlexW2963238611MaRDI QIDQ5075482FDOQ5075482
Authors: Daniel Hackmann 
Publication date: 16 May 2022
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1603.00677
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- On series representations of infinitely divisible random vectors
- Lévy matters III. Lévy-type processes: construction, approximation and sample path properties
- An Automatic Method for Generating Random Variates with a Given Characteristic Function
- Karhunen-Loève expansion for a generalization of Wiener bridge
- Some elements on Lévy processes
Cited In (7)
- Computational Science - ICCS 2004
- Karhunen-Loève basis of Kolmogorov phase screens covering a rectangular stripe
- Karhunen-Loève expansions of mean-centered Wiener processes
- Expansion method of stochastic processes based on normalized orthogonal bases
- Karhunen-Loève expansion for additive Brownian motions
- Linnik Lévy process and some extensions
- Numerical aspects of shot noise representation of infinitely divisible laws and related processes
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