On the Markov property of a class of linear infinitely divisible fields

DOI10.1007/BF00535501MaRDI QIDQ3852902zbMATH OpenFDO

Authors Donatas Surgailis

Publication date 1979

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00535501

zbMATH Keywords

class of linear infinitely divisible fieldsrandom fieldsstochastic differential equation

Mathematics Subject Classification ID

Random fields (60G60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites work

• A Markov property for Gaussian processes with a multidimensional parameter
• A Note on End-Sets
• A Probabilistic Approach to a Differential-Difference Equation Arising in Analytic Number Theory
• Brownian Motion with a Several-Dimensional Time
• Description of Markovian Random Fields by Gibbsian Conditional Probabilities
• Diffusion processes associated with L�vy generators
• scientific article; zbMATH DE number 3521265 (Why is no real title available?)
• scientific article; zbMATH DE number 3567740 (Why is no real title available?)
• scientific article; zbMATH DE number 3209625 (Why is no real title available?)
• scientific article; zbMATH DE number 3222421 (Why is no real title available?)
• scientific article; zbMATH DE number 3223983 (Why is no real title available?)
• scientific article; zbMATH DE number 3236476 (Why is no real title available?)
• scientific article; zbMATH DE number 3295598 (Why is no real title available?)
• scientific article; zbMATH DE number 3374734 (Why is no real title available?)
• Markov processes associated with certain integro-differential operators
• Markov Random Fields and Gibbs Ensembles
• On approximate identities in abstract measure space
• On Moments of Infinitely Divisible Distribution Functions
• Pointwise limits for sequences of convolution operators
• Stabilitätsungleichungen für Diskretisierungen von Randwertaufgaben gewöhnlicher Differentialgleichungen
• Stationary Stochastic Processes. (MN-8)
• The \(P(\phi )_{2}\) Euclidean (quantum) field theory.

Cited in

(5)

• Stochastic multiplicative measures, generalized Markov semigroups, and group-valued stochastic processes and fields
• Aggregation of a random-coefficient AR(1) process with infinite variance and idiosyncratic innovations
• scientific article; zbMATH DE number 165237 (Why is no real title available?)
• Roland L. Dobrushin (1929–1995)
• Random fields as solutions of the inhomogeneous quaternionic Cauchy- Riemann equation. I: Invariance and analytic continuation

This page was built for publication: On the Markov property of a class of linear infinitely divisible fields

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3852902)