Enhanced gaussian processes and applications
ESAIM: Probability and Statistics, Volume 13  (2009), p. 247-260

We propose some construction of enhanced gaussian processes using Karhunen-Loeve expansion. We obtain a characterization and some criterion of existence and uniqueness. Using rough-path theory, we derive some Wong-Zakai Theorem.

DOI : https://doi.org/10.1051/ps:2008007
Classification:  60G15,  60G17
Keywords: gaussian processes, Volterra processes, rough path theory
@article{PS_2009__13__247_0,
author = {Coutin, Laure and Victoir, Nicolas},
title = {Enhanced gaussian processes and applications},
journal = {ESAIM: Probability and Statistics},
publisher = {EDP-Sciences},
volume = {13},
year = {2009},
pages = {247-260},
doi = {10.1051/ps:2008007},
zbl = {pre05660767},
mrnumber = {2528082},
language = {en},
url = {http://www.numdam.org/item/PS_2009__13__247_0}
}

Coutin, Laure; Victoir, Nicolas. Enhanced gaussian processes and applications. ESAIM: Probability and Statistics, Volume 13 (2009) , pp. 247-260. doi : 10.1051/ps:2008007. http://www.numdam.org/item/PS_2009__13__247_0/

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