Second-Order Markov and Reciprocal Stationary Gaussian Processes

DOI10.1137/1124099zbMath0441.60038OpenAlexW2055406973MaRDI QIDQ3883228

R. N. Miroshin

Publication date: 1980

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1124099

zbMATH Keywords

reciprocal stationary Gaussian processessecond-order reciprocal process

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Continuous-time Markov processes on general state spaces (60J25)

Related Items (6)

Multivariate reciprocal stationary Gaussian processes ⋮ Reciprocal covariance solutions of some matrix differential equations ⋮ Characterization of multivariate stationary Gaussian reciprocal diffusions ⋮ Gaussian reciprocal processes and self-adjoint stochastic differential equations of second order ⋮ Reciprocal diffusions and stochastic differential equations of second order^∗ ⋮ Gaussian reciprocal processes revisited

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