Properties of Hida processes on R^ 2. I: N-Hida processes

DOI10.1016/0047-259X(84)90056-3zbMATH Open0552.60047MaRDI QIDQ801601FDOQ801601

Authors: Bernard Prum 

Publication date: 1984

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

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zbMATH Keywords

martingaleHida processesmultiparameter processes Goursat kernel

Mathematics Subject Classification ID

Random fields (60G60) Continuous-time Markov processes on general state spaces (60J25) Stochastic integrals (60H05) Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20)

Cites Work

• Stochastic integrals in the plane
• Martingales and stochastic integrals for processes with a multi-dimensional parameter
• A Markov property for Gaussian processes with a multidimensional parameter
• On the Relation Between Green's Functions and Covariances of Certain Stochastic Processes and Its Application to Unbiased Linear Prediction
• Martingale representations and holomorphic processes
• Properties of Hida processes on \({\mathbb{R}}^ 2\). II. Prediction and interpolation problems for processes on \({\mathbb{R}}^ 2\)
• Hida-Cramér Multiplicity Theory for Multiple Markov Processes and Goursat Representations
• On the multiple Markov property of Lévy-Hida for Gaussian processes

Cited In (3)

• Title not available (Why is that?)
• Properties of Hida processes on \({\mathbb{R}}^ 2\). II. Prediction and interpolation problems for processes on \({\mathbb{R}}^ 2\)
• Variations de champs Gaussiens stationnaires: Application à l'idéntification. (Variations of stationary Gaussian fields: Application to identification)

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