Book contents
- Frontmatter
- Contents
- Preface
- Part I Theory
- 1 Quadratic Functionals of Brownian Motion
- 2 Integral Equations and the Fredholm Determinant
- 3 Integral Equations and the Resolvent
- Part II Applications
- 7 Fredholm Determinants in the Autoregressive Model
- 8 Fredholm Determinants for Fractional Brownian Motion
- References
- Author Index
- Subject Index
3 - Integral Equations and the Resolvent
from Part I - Theory
Published online by Cambridge University Press: 19 December 2024
- Frontmatter
- Contents
- Preface
- Part I Theory
- 1 Quadratic Functionals of Brownian Motion
- 2 Integral Equations and the Fredholm Determinant
- 3 Integral Equations and the Resolvent
- Part II Applications
- 7 Fredholm Determinants in the Autoregressive Model
- 8 Fredholm Determinants for Fractional Brownian Motion
- References
- Author Index
- Subject Index
Summary
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- Publisher: Cambridge University PressPrint publication year: 2025