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Karhunen-Loéve Expansion for Stochastic Convolution of Cylindrical Fractional Brownian Motions

    https://doi.org/10.1142/9789814277266_0013Cited by:0 (Source: Crossref)
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    Abstract:

    This chapter aims at firstly establishing a Karhunen-Loéve expansion for stochastic convolution of cylindrical fractional Brownian motion, then studying asymptotic behavior of conditional exponential moments of the stochastic convolution via this expansion.