Reciprocal Processes: The Stationary Gaussian Case
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(32)- Multivariate reciprocal stationary Gaussian processes
- Linear stochastic differential equations with boundary conditions
- Gaussian reciprocal processes revisited
- Upper and lower functions of plane Brownian angles
- Characterization of multivariate stationary Gaussian reciprocal diffusions
- Linear stochastic differential equations with functional boundary conditions.
- First passage time for some stationary processes
- Couplings, gradient estimates and logarithmic Sobolev inequalitiy for Langevin bridges
- Finite-horizon covariance control for discrete-time stochastic linear systems subject to input constraints
- The joint distribution of running maximum of a Slepian process
- Differential equations with boundary conditions perturbed by a Poisson noise.
- On Bernstein processes generated by hierarchies of linear parabolic systems in \(\mathbb{R}^d\)
- Reciprocal class of jump processes
- An efficient algorithm for maximum entropy extension of block-circulant covariance matrices
- Karhunen-Loève expansion for additive Slepian processes
- Reciprocal covariance solutions of some matrix differential equations
- Gaussian conditionally Markov sequences: modeling and characterization
- Reciprocal processes: a stochastic analysis approach
- The Cameron-Martin theorem for (\(p\)-)Slepian processes
- Gaussian reciprocal processes and self-adjoint stochastic differential equations of second order
- scientific article; zbMATH DE number 3826936 (Why is no real title available?)
- Reciprocal diffusions and stochastic differential equations of second order∗
- Some new smoother implementations for discrete-time gaussian reciprocal processes
- Generalized fixed-interval smoothers for discrete-time systems
- Reciprocal processes
- Reciprocal processes. A measure-theoretical point of view
- Boundary non-crossing probabilities for Slepian process
- Reciprocal properties of random fields on undirected graphs
- Periodic vector processes with an internal reciprocal dynamics
- Small deviations for two classes of Gaussian stationary processes and \(L^p\)-functionals, \(0<p\leq\infty\)
- Functional control of network dynamical systems: an information theoretic approach
- A stochastic control approach to reciprocal diffusion processes
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