Th�or�me de traces stochastiques et fonctionnelles multiplicatives pour des champs gaussiens markoviens d'ordre p

DOI10.1007/BF00532225MaRDI QIDQ3943763zbMATH OpenOpenAlexFDO

Authors Albert Benassi

Publication date 1982

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

Full work available at URL https://doi.org/10.1007/bf00532225

zbMATH Keywords

elliptic differential operatorsGaussian Markov fieldsstochastic Dirichlet problemstochastic Green formula

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60)

Cites work

• A Markov property for Gaussian processes with a multidimensional parameter
• Equivalence of measures for some class of Gaussian random fields
• Gaussian Measures on Function Spaces
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• Infinite-dimensional elliptic operators and parabolic equations connected with them
• Multiple Wiener integral
• Nonanticipative transformations of the two-parameter Wiener process and a Girsanov theorem
• On kernels, eigenvalues, and eigenfunctions of operators related to elliptic problems
• On the innovation problem for Gaussian Markov random fields
• Schwinger functions and their generating functionals. II. Markovian and generalized path space measures on \(\mathcal S'\)
• The D.L.R. conditions for translation invariant Gaussian measures on L(R d)
• The method of moments for a class of nonlinear equations

Cited in

(2)

• Theorème central limite de renormalisation pour des procéssus d'ornstein uhlenbeck generalisés
• Multiscale analysis of Gaussian Markov processes of order p on (0,1)

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