Forced harmonic oscillators, waves on a forced string and changes of measure

DOI10.1016/J.SPL.2021.109232MaRDI QIDQ2244545zbMATH OpenOpenAlexFDO

Authors Henryk Gzyl

Publication date 12 November 2021

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2021.109232

zbMATH Keywords

Cameron-Martin-Girsanov-Maruyama change of measureGauss-Markov processharmonic oscillatorwave equation

Mathematics Subject Classification ID

Gaussian processes (60G15) Forced motions for nonlinear problems in mechanics (70K40)

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Cites work

• Characterization of vector valued, Gaussian, stationary, Markov processes
• Harmonic oscillators, waves and Gaussian processes
• scientific article; zbMATH DE number 3676222 (Why is no real title available?)
• scientific article; zbMATH DE number 3382976 (Why is no real title available?)
• The Elementary Gaussian Processes

Cited in

(1)

• Harmonic oscillators, waves and Gaussian processes

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