Gaussian spaces
Brownian motion and stochastic calculus
Article REF: AF566 V1
Gaussian spaces
Brownian motion and stochastic calculus

Author : Sylvie MÉLÉARD

Publication date: July 10, 2003 | Lire en français

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2. Gaussian spaces

2.1 Gaussian variables

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2.1.1 Definition

First, let's recall the definitions of Gaussian variable and vector, which can be found in greater detail in the article

  • The normal distribution N(m,σ2)...

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