The Markov property for generalized Gaussian random fields

DOI10.5802/aif.509zbMath0275.60054OpenAlexW2331946601MaRDI QIDQ2265739

Gopinath Kallianpur, Vidyadhar Mandrekar

Publication date: 1974

Published in: Annales de l'Institut Fourier (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIF_1974__24_2_143_0

Mathematics Subject Classification ID

Gaussian processes (60G15) Continuous-time Markov processes on general state spaces (60J25) Generalized stochastic processes (60G20)

Related Items (14)

Predictability and stopping on lattices of sets ⋮ Markov processes on the plane ⋮ Corner Markov processes ⋮ Unnamed Item ⋮ A prediction problem for the Brownian sheet ⋮ Markov properties for Gaussian fields associated with Dirichlet forms ⋮ Markov property of random fields ⋮ Unnamed Item ⋮ Stationary Gaussian Markov fields on \(R^d\) with a deterministic component ⋮ Gaussiann-Markovian processes and stochastic boundary value problems ⋮ Applying Dynkin's isomorphism: an alternative approach to understand the Markov property of the de Wijs process ⋮ Markov property of generalized fields and axiomatic potential theory ⋮ Generalized Markov fields and Dirichlet forms ⋮ On the Markov property for certain Gaussian random fields

Cites Work

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• A Markov property for Gaussian processes with a multidimensional parameter
• Réctification à l'article "Une caractérisation abstraite des opérateurs différentiels"
• On Some Problems Concerning Brownian Motion in Lévy’s Sense
• Brownian Motion with a Several-Dimensional Time

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