Representations of Gaussian processes by Wiener processes

DOI10.2140/PJM.1981.94.407MaRDI QIDQ1165518zbMATH OpenOpenAlexFDO

Authors S. Singh

Publication date 1981

Published in Pacific Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2140/pjm.1981.94.407

zbMATH Keywords

covariance functionOrnstein-Uhlenbeck processBrownian bridgestochastic integral representationbarrier-crossing probability

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65)

Cited in

(1)

• Optimal designs for linear models with Fredholm-type errors

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