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

DOI10.1007/BF00535501MaRDI QIDQ3852902zbMATHFDO

Authors Donatas Surgailis

Publication date 1979

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

zbMATH Keywords

random fieldsstochastic differential equationclass of linear infinitely divisible fields

Mathematics Subject Classification ID

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

Cites work

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Cited in

(5)

• Roland L. Dobrushin (1929–1995)
• Aggregation of a random-coefficient AR(1) process with infinite variance and idiosyncratic innovations
• Stochastic multiplicative measures, generalized Markov semigroups, and group-valued stochastic processes and fields
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• Random fields as solutions of the inhomogeneous quaternionic Cauchy- Riemann equation. I: Invariance and analytic continuation

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