MULTIPLE MARKOV GENERALIZED GAUSSIAN PROCESSES AND THEIR DUALITIES

DOI10.1142/S0219025710003961zbMATH Open1207.60049OpenAlexW2030424423MaRDI QIDQ3560053FDOQ3560053

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

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zbMATH Keywords

Gaussian processesdualitycanonical representationgeneralized processesmultiple Markov property

Mathematics Subject Classification ID

White noise theory (60H40)

Cites Work

• The Elementary Gaussian Processes

Cited In (4)

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

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