Karhunen-Loève Expansion for the Second Order Detrended Brownian Motion
Based on the norm in the Hilbert Space L2[0,1], the second order detrended Brownian motion is defined as the orthogonal component of projection of the standard Brownian motion into the space spanned by nonlinear function subspace. Karhunen-Loève expansion for this process is obtained together with t...
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| Autori principali: | , , , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
Wiley
2014-01-01
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| Serie: | Abstract and Applied Analysis |
| Accesso online: | http://dx.doi.org/10.1155/2014/457051 |
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