Karhunen-Loève Expansion for the Second Order Detrended Brownian Motion
Joint Authors
Tian, Boping
Zhou, Yongchun
Ai, Xiaohui
Lv, Minghao
Source
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-7, 7 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-07-16
Country of Publication
Egypt
No. of Pages
7
Main Subjects
Abstract EN
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 the relationship of that of a generalized Brownian bridge.
As applications, Laplace transform, large deviation, and small deviation are given.
American Psychological Association (APA)
Zhou, Yongchun& Ai, Xiaohui& Lv, Minghao& Tian, Boping. 2014. Karhunen-Loève Expansion for the Second Order Detrended Brownian Motion. Abstract and Applied Analysis،Vol. 2014, no. 2014, pp.1-7.
https://search.emarefa.net/detail/BIM-1013956
Modern Language Association (MLA)
Zhou, Yongchun…[et al.]. Karhunen-Loève Expansion for the Second Order Detrended Brownian Motion. Abstract and Applied Analysis No. 2014 (2014), pp.1-7.
https://search.emarefa.net/detail/BIM-1013956
American Medical Association (AMA)
Zhou, Yongchun& Ai, Xiaohui& Lv, Minghao& Tian, Boping. Karhunen-Loève Expansion for the Second Order Detrended Brownian Motion. Abstract and Applied Analysis. 2014. Vol. 2014, no. 2014, pp.1-7.
https://search.emarefa.net/detail/BIM-1013956
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1013956
