Some integral equations related to random Gaussian processes

DOI10.1007/S11232-010-0079-2MaRDI QIDQ461520zbMATH OpenOpenAlexFDO

Authors V. G. Marikhin, V. V. Sokolov

Publication date 13 October 2014

Published in Theoretical and Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11232-010-0079-2

zbMATH Keywords

Laplace transformintegral equationrandom processfunctional integral method

Mathematics Subject Classification ID

Gaussian processes (60G15) Laplace transform (44A10) Volterra integral equations (45D05)

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Cites work

• scientific article; zbMATH DE number 48952 (Why is no real title available?)
• A Cameron-Martin type formula for general Gaussian processes--a filtering approach
• An extension of the Cameron–Martin result
• Evaluation of various Wiener integrals by use of certain Sturm-Liouville differential equations
• Linear filtering with fractional brownian motion

Cited in

(2)

• Integrability and tail estimates for Gaussian rough differential equations
• Stochastic integrals and evolution equations with Gaussian random fields

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