On Miroshin’s Second-Order Reciprocal Processes

DOI10.1137/0144014zbMath0534.60040OpenAlexW1963754810MaRDI QIDQ3317828

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

zbMATH Keywords

second-order Markov processessecond-order reciprocal processes

Mathematics Subject Classification ID

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

Related Items (4)

Multivariate reciprocal stationary Gaussian processes ⋮ Characterization of multivariate stationary Gaussian reciprocal diffusions ⋮ Gaussian reciprocal processes and self-adjoint stochastic differential equations of second order ⋮ Reciprocal diffusions and stochastic differential equations of second order^∗

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