Enhanced Gaussian processes and applications
نویسندگان
چکیده
منابع مشابه
Enhanced Gaussian processes and applications
We propose some construction of enhanced Gaussian processes using Karhunen-Loeve expansion. We obtain a characterization and some criterion of existence and uniqueness. Using roughpath theory, we derive some Wong-Zakai Theorem. Mathematics Subject Classification. 60G15, 60G17. Received July 2, 2007. Revised October 5, 2007. 1. Generalities In [13] Lyons developed a general theory of differentia...
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ژورنال
عنوان ژورنال: ESAIM: Probability and Statistics
سال: 2009
ISSN: 1292-8100,1262-3318
DOI: 10.1051/ps:2008007