scientific article; zbMATH DE number 3785894

Cited in

(58)

Set indexed strong martingales and path independent variation
Generalized Markov fields and Dirichlet forms
On the Markov property for certain Gaussian random fields
The Gibbs measures and partial differential equations. I. Ideas and local aspects
Multi-dimensional multivariate Gaussian Markov random fields with application to image processing
Stochastic quantisation of a gauge field in the infrared-soft flow gauges
Isotropic Gauss-Markov currents
A prediction problem for the Brownian sheet
Uniqueness and global Markov property for Euclidean fields: The case of general polynomial interactions
Causality and Markovian representations
Possible long-range dependence in fractional random fields.
Stochastic models for fractal processes
Markov property of stationary, discrete, quasi-linear equations
Predictability and stopping on lattices of sets
Measuring the range of an additive Lévy process
On the sharp Markov property for Gaussian random fields and spectral synthesis in spaces of Bessel potentials
The random pseudo-metric on a graph defined via the zero-set of the Gaussian free field on its metric graph
Two-valued local sets of the 2D continuum Gaussian free field: connectivity, labels, and induced metrics
Central limit theorems in the configuration model
Sampling of realizations of the random field formed by the sum of Markov binary processes
Fast generation of isotropic Gaussian random fields on the sphere
Some central limit theorems for Markov paths and some properties of Gaussian random fields
Differential equations with boundary conditions perturbed by a Poisson noise.
Corner Markov processes
Percolation in strongly correlated systems: The massless Gaussian field
On Markov property of Lévy waves in two dimensions
A general framework for SPDE-based stationary random fields
Determining a random Schrödinger operator: both potential and source are random
On thin local sets of the Gaussian free field
Markovian extensions of a stochastic process
Building a stationary stochastic process from a finite-dimensional marginal
Unbiased estimation of the volume of a convex body
scientific article; zbMATH DE number 165237 (Why is no real title available?)
CONTINGENT CLAIMS VALUED AND HEDGED BY PRICING AND INVESTING IN A BASIS
On bounded-type thin local sets of the two-dimensional Gaussian free field
CLE percolations
Whittle-Matérn priors for Bayesian statistical inversion with applications in electrical impedance tomography
On relation between one multiple and a corresponding one-dimensional integral with applications
Boltzmann–Gibbs Random Fields with Mesh-free Precision Operators Based on Smoothed Particle Hydrodynamics
Inverse scattering for a random potential
An inverse problem for a semi-linear wave equation: a numerical study
Phase transitions and noise sensitivity on the Poisson space via stopping sets and decision trees
Symmetry on a class of multiparameter Markov processes
Percolation threshold for metric graph loop soup
Multilevel approximation of Gaussian random fields: covariance compression, estimation, and spatial prediction
Markov properties of Gaussian random fields on compact metric graphs
Fermionic and supersymmetric stochastic processes
Continuously indexed graphical models
Multiple and weak Markov properties in Hilbert spaces with applications to fractional stochastic evolution equations
Some aspects of statistical causality
Multi-parameter infinite-dimensional (r,)-OU process
From loop clusters and random interlacements to the free field
Percolation for level-sets of Gaussian free fields on metric graphs
Soft local times and decoupling of random interlacements
An increment-type set-indexed Markov property
Random fields estimation theory
Étude de la covariance de quelques processus gaussiens en liaison avec la propriété de Markov. (Study of the covariance of some Gaussian processes with regard to the Markov property)
Inverse scattering problem for a two dimensional random potential

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