On the innovation problem for Gaussian Markov random fields

DOI10.1007/BF00535500MaRDI QIDQ4176229zbMATH OpenFDO

Authors Donatas Surgailis, R. L. Dobrushin

Publication date 1979

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

Full work available at URL https://doi.org/10.1007/BF00535500

zbMATH Keywords

Gaussian Markov Random FieldsInnovating FieldInnovation ProblemInnovation ProcessMarkov Fields of Finite OrderRandom FieldsStochastic Dirichlet Problem

Mathematics Subject Classification ID

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

Cites work

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Cited in

(3)

• Isotropic Gauss-Markov currents
• The estimate of potential in stochastic Schrödinger's equation
• Th�or�me de traces stochastiques et fonctionnelles multiplicatives pour des champs gaussiens markoviens d'ordre p

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