Properties of Hida processes on \({\mathbb{R}}^ 2\). I: N-Hida processes
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Publication:801601
DOI10.1016/0047-259X(84)90056-3zbMath0552.60047MaRDI QIDQ801601
Publication date: 1984
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Random fields (60G60) Continuous-time Markov processes on general state spaces (60J25) Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20) Stochastic integrals (60H05)
Related Items (2)
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
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