On the Structure of the Infinitesimal $\sigma $-Algebra of Gaussian Processes and Fields

DOI10.1137/1131062zbMath0614.60033OpenAlexW2068378098MaRDI QIDQ4721318

Leonid I. Piterbarg

Publication date: 1987

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1131062

zbMATH Keywords

correctness of the boundary problemmean-square-continuous Gaussian stochastic process

Mathematics Subject Classification ID

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

Related Items (3)

On the sharp Markov property for Gaussian random fields and spectral synthesis in spaces of Bessel potentials ⋮ The sharp Markov property of the Brownian sheet and related processes ⋮ Large deviations of infinite intersections of events in Gaussian processes

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