MULTIPLE MARKOV GENERALIZED GAUSSIAN PROCESSES AND THEIR DUALITIES

DOI10.1142/S0219025710003961MaRDI QIDQ3560053zbMATH OpenOpenAlexFDO

Authors Si Si

Publication date 19 May 2010

Published in Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219025710003961

zbMATH Keywords

Gaussian processesdualitycanonical representationgeneralized processesmultiple Markov property

Mathematics Subject Classification ID

White noise theory (60H40)

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Cites work

• The Elementary Gaussian Processes

Cited in

(4)

• Discontinuity of Fourier transforms of Poissonian type countably additive measures
• The backward canonical representations and interpolations for multiple Markov Gaussian processes
• Multiple Markov properties of Gaussian processes and their control
• A noise of new type and its application

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