A connection between Gaussian processes and Markov processes
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Publication:1767553
DOI10.1214/EJP.V10-238zbMATH Open1081.60015MaRDI QIDQ1767553FDOQ1767553
Publication date: 8 March 2005
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/125620
Recommendations
- Étude de la covariance de quelques processus gaussiens en liaison avec la propriété de Markov. (Study of the covariance of some Gaussian processes with regard to the Markov property)
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Infinitely divisible distributions; stable distributions (60E07) Gaussian processes (60G15) Continuous-time Markov processes on general state spaces (60J25) Local time and additive functionals (60J55)
Cited In (8)
- A characterization of the infinitely divisible squared Gaussian processes
- The generators of a Gaussian wave associated with the free Markov field
- Characterization of positively correlated squared Gaussian processes
- On permanental processes
- Dynkin isomorphism theorems revisited
- Exit distributions for symmetric Markov processes via Gaussian techniques
- Existence of a critical point for the infinite divisibility of squares of Gaussian vectors in \(\mathbb R^{2}\) with non-zero mean
- Étude de la covariance de quelques processus gaussiens en liaison avec la propriété de Markov. (Study of the covariance of some Gaussian processes with regard to the Markov property)
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