Th�or�me de traces stochastiques et fonctionnelles multiplicatives pour des champs gaussiens markoviens d'ordre p

DOI10.1007/BF00532225zbMath0484.60047OpenAlexW2095544280MaRDI QIDQ3943763

Albert Benassi

Publication date: 1982

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00532225

zbMATH Keywords

stochastic Dirichlet problemelliptic differential operatorsGaussian Markov fieldsstochastic Green formula

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15)

Related Items (2)

Multiscale analysis of Gaussian Markov processes of order \(p\) on (0,1) ⋮ Theorème central limite de renormalisation pour des procéssus d'ornstein uhlenbeck generalisés

Cites Work

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• Schwinger functions and their generating functionals. II. Markovian and generalized path space measures on \(\mathcal S'\)
• Nonanticipative transformations of the two-parameter Wiener process and a Girsanov theorem
• The method of moments for a class of nonlinear equations
• A Markov property for Gaussian processes with a multidimensional parameter
• Multiple Wiener integral
• The D.L.R. conditions for translation invariant Gaussian measures on L(R d)
• Gaussian Measures on Function Spaces
• On the innovation problem for Gaussian Markov random fields
• On kernels, eigenvalues, and eigenfunctions of operators related to elliptic problems
• Infinite-dimensional elliptic operators and parabolic equations connected with them

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