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MR2033881 62G10 (60F05 60F10 60F25 60J65 62E20 62G20 62G30)
Deheuvels, Paul; Martynov, Guennady Karhunen-Loève expansions for weighted Wiener processes and Brownian bridges via Bessel functions. High dimensional probability, III (Sandjberg, 2002), 57–93, Progr. Probab., 55, Birkhäuser, Basel, 2003.
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