Rotation of Gaussian processes on function space

Rotation of Gaussian processes on function space

The purpose of this paper is to investigate a more general rotation property of Gaussian processes on the function space C a , b [ 0 , T ] . The function space C a , b [ 0 , T ] can be induced by a generalized Brownian motion process. The Gaussian processes used in this paper are neither centered no...

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Veröffentlicht in:Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A, Matemáticas Físicas y Naturales. Serie A, Matemáticas, 2019-07, Vol.113 (3), p.2295-2308
Hauptverfasser: Chang, Seung Jun, Skoug, David, Choi, Jae Gil
Format: Artikel
Sprache:eng
Schlagworte:
Applications of Mathematics
Brownian motion
Events planning
Function space
Gaussian process
Mathematical and Computational Physics
Mathematics
Mathematics and Statistics
Original Paper
Resorts & spas
Rotation
Theoretical
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Beschreibung
Zusammenfassung:The purpose of this paper is to investigate a more general rotation property of Gaussian processes on the function space C a , b [ 0 , T ] . The function space C a , b [ 0 , T ] can be induced by a generalized Brownian motion process. The Gaussian processes used in this paper are neither centered nor stationary.
ISSN:1578-7303
1579-1505
DOI:10.1007/s13398-018-00620-1