On a Criterion for Gaussian Random Processes to Be Markovian

DOI10.1137/1127097zbMath0522.60039OpenAlexW1976541894MaRDI QIDQ3672817

I. S. Borisov

Publication date: 1982

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1127097

zbMATH Keywords

covariance functionGaussian Markov process

Mathematics Subject Classification ID

Gaussian processes (60G15) Continuous-time Markov processes on general state spaces (60J25)

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