Some integral equations related to random Gaussian processes

DOI10.1007/S11232-010-0079-2zbMATH Open1300.60050OpenAlexW1991887907MaRDI QIDQ461520FDOQ461520

V. V. Sokolov, V. G. Marikhin

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

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zbMATH Keywords

Laplace transformintegral equationrandom processfunctional integral method

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Linear filtering with fractional brownian motion
• 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

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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