On Miroshin’s Second-Order Reciprocal Processes

DOI10.1137/0144014zbMATH Open0534.60040OpenAlexW1963754810MaRDI QIDQ3317828FDOQ3317828

Authors: Julia Abrahams 

Publication date: 1984

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0144014

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zbMATH Keywords

second-order Markov processessecond-order reciprocal processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Stationary stochastic processes (60G10)

Cited In (5)

• Gaussian reciprocal processes and self-adjoint stochastic differential equations of second order
• Title not available (Why is that?)
• Multivariate reciprocal stationary Gaussian processes
• Reciprocal diffusions and stochastic differential equations of second order^∗
• Characterization of multivariate stationary Gaussian reciprocal diffusions

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