Journal article
Smooth random functions, random ODEs, and Gaussian processes
- Abstract:
-
The usual way in which mathematicians work with randomness is by a rigorous formulation of the idea of Brownian motion, which is the limit of a random walk as the step length goes to zero. A Brownian path is continuous but nowhere differentiable, and this nonsmoothness is associated with technical complications that can be daunting. However, there is another approach to random processes that is more elementary, involving smooth random functions defined by finite Fourier series with random coe...
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- Publication status:
- Published
- Peer review status:
- Peer reviewed
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Authors
Bibliographic Details
- Publisher:
- Society for Industrial and Applied Mathematics Publisher's website
- Journal:
- SIAM Review Journal website
- Volume:
- 61
- Issue:
- 1
- Pages:
- 185–205
- Publication date:
- 2019-02-07
- Acceptance date:
- 2018-05-31
- DOI:
- EISSN:
-
1095-7200
- ISSN:
-
0036-1445
Item Description
- Keywords:
- Pubs id:
-
pubs:854686
- UUID:
-
uuid:c72dbe69-b1de-48bf-83f8-838ad356e44d
- Local pid:
- pubs:854686
- Source identifiers:
-
854686
- Deposit date:
- 2018-06-02
Terms of use
- Copyright holder:
- Society for Industrial and Applied Mathematics
- Copyright date:
- 2019
- Notes:
- Copyright © 2019, Society for Industrial and Applied Mathematics.
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