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Karhunen-Love expansions of a -Wiener bridges
Karhunen-Love expansions of a -Wiener bridges
2011
Matyas Barczy
Endre Iglói
Keywords:
Reflection principle (Wiener process)
Calculus
Reflected Brownian motion
Wiener filter
Mathematical analysis
Classical Wiener space
Integral representation theorem for classical Wiener space
Mathematics
Laplace transform applied to differential equations
Wiener process
Brownian excursion
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