Gaussian reciprocal processes and self-adjoint stochastic differential equations of second order

DOI10.1080/17442509108833674zbMath0724.60063OpenAlexW1973083622MaRDI QIDQ3212075

Ruggero Frezza, Arthur J. Krener, Bernard C. Levy

Publication date: 1991

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509108833674

zbMATH Keywords

classificationGaussian reciprocal processsecond order stochastic differential equation

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (9)

Second order stochastic differential equations and non-Gaussian reciprocal diffusions ⋮ Stochastic mechanics of reciprocal diffusions ⋮ Characterization of multivariate stationary Gaussian reciprocal diffusions ⋮ Modeling of Stationary Periodic Time Series by ARMA Representations ⋮ Periodic vector processes with an internal reciprocal dynamics ⋮ Linear stochastic differential equations with functional boundary conditions. ⋮ Nearest-neighbour modelling of reciprocal chains ⋮ Dynamics and kinematics of reciprocal diffusions ⋮ Duality formula for the bridges of a Brownian diffusion: Application to gradient drifts

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• [https://portal.mardi4nfdi.de/wiki/Publication:4140092 The Markov processes of Schr�dinger]
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