Properties of Hida processes on R^ 2. I: N-Hida processes
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Cites work
- A Markov property for Gaussian processes with a multidimensional parameter
- Hida-Cramér Multiplicity Theory for Multiple Markov Processes and Goursat Representations
- Martingale representations and holomorphic 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
- On the multiple Markov property of Lévy-Hida for Gaussian processes
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- Stochastic integrals in the plane
Cited in
(3)- Variations de champs Gaussiens stationnaires: Application à l'idéntification. (Variations of stationary Gaussian fields: Application to identification)
- scientific article; zbMATH DE number 4064198 (Why is no real title available?)
- Properties of Hida processes on \({\mathbb{R}}^ 2\). II. Prediction and interpolation problems for processes on \({\mathbb{R}}^ 2\)
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