Karhunen-Loeve expansion of spherical fractional Brownian motions

Jacques Istas

Statistics & Probability Letters, 2006, vol. 76, issue 14, 1578-1583

Abstract: We study the Karhunen-Loeve expansion of the spherical fractional Brownian motion in terms of spherical harmonics.

Keywords: Karhunen-Loeve; expansion; Spherical; fractional; Brownian; motion; Spherical; harmonics; Legendre; polynomials (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (3)

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