On a Criterion for Gaussian Random Processes to Be Markovian

DOI10.1137/1127097zbMATH Open0522.60039OpenAlexW1976541894MaRDI QIDQ3672817FDOQ3672817

Authors: Igor 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)

Cited In (5)

• Characterization of discrete scale invariant Markov sequences
• On stable Markov processes
• Exponential inequalities for the distribution tails of multiple stochastic integrals with respect to Gaussian integrating processes
• Gaussian reciprocal processes revisited
• Small ball probabilities for Gaussian Markov processes under the \(L_p\)-norm.

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