Karhunen-Loève expansions of mean-centered Wiener processes

Paul Deheuvels

For $\gamma >-1/2$, we provide the Karhunen-Loève expansion of the weighted mean-centered Wiener process, defined by \[W _γ(t)=\frac{1}{\sqrt{1+2γ}}\Big\{W\big(t^{1+2γ}\big)- \int_0^1W…