Gaussian random fields

DOI10.1007/BF01442902MaRDI QIDQ1144320zbMATH OpenFDO

Authors C. Bromley, Gopinath Kallianpur

Publication date 1980

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01442902

zbMATH Keywords

Gaussian random fieldsGohberg-Krein representationsnonanticipative representations

Mathematics Subject Classification ID

Gaussian processes (60G15) Continuity and singularity of induced measures (60G30) Random fields (60G60)

Cites work

• An RKHS approach to detection and estimation problems-- III: Generalized innovations representations and a likelihood-ratio formula
• Canonical representations of Gaussian processes and their applications
• Gaussian random fields
• scientific article; zbMATH DE number 3602425 (Why is no real title available?)
• scientific article; zbMATH DE number 3288044 (Why is no real title available?)
• Likelihood ratios and transformation of probability associated with two-parameter Wiener processes
• Non-anticipative representations of equivalent Gaussian processes
• Nonanticipative transformations of the two-parameter Wiener process and a Girsanov theorem
• Representation of Gaussian processes equivalent to Wiener process
• Stochastic integrals in the plane

Cited in

(2)

• A test for the existence of Gohberg-Krein representations in terms of multiparameter Wiener processes
• Gaussian random fields

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