Change of support for diffusion-type random functions

DOI10.1007/BF01033151MaRDI QIDQ2490625zbMATH OpenFDO

Authors G. Matheron

Publication date 17 May 2006

Published in Mathematical Geology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01033151

zbMATH Keywords

change of supportconditional driftconditional variogramdiffusion processesIto conditions

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Geological problems (86A60)

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Cited in

(7)

• Change of support for estimating local block grade distributions
• Predicting integrals of diffusion processes
• Change-of-support models on irregular grids for geostatistical simulation
• Conditional simulation of random fields with bivariate gamma isofactorial distributions
• Disjunctive kriging revisited. I, II.
• Predicting integrals of diffusion processes with unknown diffusion parameters
• Change of support of transformations: conservation of lognormality revisited

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