Étude de la covariance de quelques processus gaussiens en liaison avec la propriété de Markov. (Study of the covariance of some Gaussian processes with regard to the Markov property)
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Publication:918571
DOI10.1016/0304-4149(90)90005-DzbMath0706.60049MaRDI QIDQ918571
Publication date: 1990
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
60G60: Random fields
60J65: Brownian motion
60G25: Prediction theory (aspects of stochastic processes)
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Cites Work
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- Problèmes de prediction pour le processus de Wiener à deux paramétres
- Markov Random Fields and Boundary Problems for Stochastic Partial Differential Equations
- Extrapolation and Interpolation of Stationary Gaussian Processes
- Brownian Motion with a Several-Dimensional Time