Properties of Hida processes on \({\mathbb{R}}^ 2\). I: N-Hida processes

DOI10.1016/0047-259X(84)90056-3zbMath0552.60047MaRDI QIDQ801601

Bernard Prum

Publication date: 1984

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

zbMATH Keywords

martingale; Hida processes; multiparameter processes Goursat kernel

Mathematics Subject Classification ID

60G60: Random fields

60J25: Continuous-time Markov processes on general state spaces

82B20: Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics

60H05: Stochastic integrals

Related Items

Variations de champs Gaussiens stationnaires: Application à l'idéntification. (Variations of stationary Gaussian fields: Application to identification), Properties of Hida processes on \({\mathbb{R}}^ 2\). II. Prediction and interpolation problems for processes on \({\mathbb{R}}^ 2\)

Cites Work

• Stochastic integrals in the plane
• Martingale representations and holomorphic processes
• A Markov property for Gaussian processes with a multidimensional parameter
• 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
• Martingales and stochastic integrals for processes with a multi-dimensional parameter
• On the Relation Between Green's Functions and Covariances of Certain Stochastic Processes and Its Application to Unbiased Linear Prediction