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Enhanced Gaussian processes and applications
Published online by Cambridge University Press: 04 July 2009
Abstract
We propose some construction of enhanced Gaussian processes using Karhunen-Loeve expansion. We obtain a characterization and some criterion of existence and uniqueness. Using rough-path theory, we derive some Wong-Zakai Theorem.
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- Research Article
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- © EDP Sciences, SMAI, 2009
References
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