Gaussian random fields

DOI10.1007/BF01442902zbMath0443.60034MaRDI QIDQ1144320

C. Bromley, Gopinath Kallianpur

Publication date: 1980

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

zbMATH Keywords

Gaussian random fieldsGohberg-Krein representationsnonanticipative representations

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Continuity and singularity of induced measures (60G30)

Related Items (2)

Gaussian random fields ⋮ A test for the existence of Gohberg-Krein representations in terms of multiparameter Wiener processes

Cites Work

• Unnamed Item
• Unnamed Item
• Gaussian random fields
• Non-anticipative representations of equivalent Gaussian processes
• Stochastic integrals in the plane
• Nonanticipative transformations of the two-parameter Wiener process and a Girsanov theorem
• Representation of Gaussian processes equivalent to Wiener process
• Canonical representations of Gaussian processes and their applications
• Likelihood ratios and transformation of probability associated with two-parameter Wiener processes
• An RKHS approach to detection and estimation problems-- III: Generalized innovations representations and a likelihood-ratio formula

This page was built for publication: Gaussian random fields