Hackmann, Daniel Karhunen-Loève expansions of Lévy processes. (English) Zbl 1508.60052 Commun. Stat., Theory Methods 47, No. 23, 5675-5687 (2018). MSC: 60G51 PDFBibTeX XMLCite \textit{D. Hackmann}, Commun. Stat., Theory Methods 47, No. 23, 5675--5687 (2018; Zbl 1508.60052) Full Text: DOI arXiv
Ai, Xiaohui; Sun, Yang Karhunen-Loeve expansion for the additive two-sided Brownian motion. (English) Zbl 1508.60086 Commun. Stat., Theory Methods 47, No. 13, 3085-3091 (2018). MSC: 60J65 60G15 PDFBibTeX XMLCite \textit{X. Ai} and \textit{Y. Sun}, Commun. Stat., Theory Methods 47, No. 13, 3085--3091 (2018; Zbl 1508.60086) Full Text: DOI