"representation of Gaussian processes" - Selaus asiasanan mukaanArtikkelit
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Fredholm representation of multi-parameter Gaussian processes with applications to equivalence in law and series expansions
(VTeX, 2015)
articleWe show that every multiparameter Gaussian process with integrable variance function admits a Wiener integral representation of Fredholm type with respect to the Brownian sheet. The Fredholm kernel in the ...