Español

Authors

  • Español Español
  • Español Español
  • Español Español

Abstract

The aim of the present paper is the description of the way in which a stochastic process can be decomposed as a countable sum of orthogonal terms, and the application of such expansion to the brownian movement and to the white noise.

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Published

1986-03-20

How to Cite

1.
Español E, Español E, Español E. Español. Ars Pharm [Internet]. 1986 Mar. 20 [cited 2024 May 21];27(2):135-41. Available from: https://revistaseug.ugr.es/index.php/ars/article/view/25503

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Section

Original Articles