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Karhunen–Loève expansion for a generalization of Wiener bridge

Barczy, Mátyás and Lovas, Rezső László (2018) Karhunen–Loève expansion for a generalization of Wiener bridge. Lithuanian Mathematical Journal, 58 (4). pp. 341-359. ISSN 0363-1672 (print), 1573-8825 (online)

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Item Type: Article
Uncontrolled Keywords: Gauss process; Karhunen–Loève expansion; integral operator; Wiener bridge
Subjects: Q Science / természettudomány > QA Mathematics / matematika
Depositing User: Dr Mátyás Barczy
Date Deposited: 12 Dec 2018 09:51
Last Modified: 12 Dec 2018 09:51
URI: http://real.mtak.hu/id/eprint/88438

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