Geodesic
Enhanced gaussian processes and applications
ESAIM: Probability and Statistics, Tome 13 (2009), pp. 247-260

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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 : 10.1051/ps:2008007
Classification : 60G15, 60G17
Keywords: gaussian processes, Volterra processes, rough path theory 
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     author = {Coutin, Laure and Victoir, Nicolas},
     title = {Enhanced gaussian processes and applications},
     journal = {ESAIM: Probability and Statistics},
     pages = {247--260},
     publisher = {EDP-Sciences},
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     year = {2009},
     doi = {10.1051/ps:2008007},
     mrnumber = {2528082},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1051/ps:2008007/}
}
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Coutin, Laure; Victoir, Nicolas. Enhanced gaussian processes and applications. ESAIM: Probability and Statistics, Tome 13 (2009), pp. 247-260. doi: 10.1051/ps:2008007

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