Karhunen-Loève Expansions for Weighted Wiener Processes and Brownian Bridges via Bessel Functions
By Paul Deheuvels, Guennady V. Martynov. 2003
62 citations recorded by the source corpus.
Subfields: Applied Mathematics, Finance, Mathematical Physics
View Paper: https://www.semanticscholar.org/paper/394b0ce4bab445d1d050409e454d5c1c4d55774b
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Applied Mathematics
- Giovanni Peccati
- Marc Yor
- Ivan Nourdin
- Matthias Schulte
- Gesine Reinert
- Sourav Chatterjee
- David Nualart
- Günter Last
In Finance
- Paul Deheuvels
- Marc Yor
- Giovanni Peccati
- Ivan Nourdin
- Vadim Linetsky
- Daniel Dufresne
- Hiroyuki Matsumoto
- Gesine Reinert
In Mathematical Physics
- Giovanni Peccati
- Marc Yor
- Ivan Nourdin
- Neil O'Connell
- Matthias Schulte
- Gesine Reinert
- Jim Pitman
- Michel Ledoux
Citations in the corpus
- On quadratic functionals of the Brownian sheet and related processes (2006, result): “Our results extend some classical computations due to P. Lévy (1950), as well as the formulae recently obtained by Deheuvels and Martynov (2003).”