Equivalence problems for Gaussian multiple Markov processes and their canonical representations

DOI10.1016/0304-4149(92)90041-NzbMath0755.60029OpenAlexW2093694465MaRDI QIDQ1194600

Hiroshi Muraoka

Publication date: 4 October 1992

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(92)90041-n

zbMATH Keywords

canonical representationsRadon-Nikodym densityGoursat representationisotropic Gaussian fields

Mathematics Subject Classification ID

Gaussian processes (60G15) Continuous-time Markov processes on discrete state spaces (60J27) Continuity and singularity of induced measures (60G30)

Cites Work

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• The backward canonical representations and interpolations for multiple Markov Gaussian processes
• Equivalence of measures for some class of Gaussian random fields
• Correction to Radon-Nikodym derivatives of Gaussian measures
• A Markov property for Gaussian processes with a multidimensional parameter
• Representation of Gaussian processes equivalent to Wiener process
• On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
• Canonical representations of Gaussian processes and their applications
• Hida-Cramér Multiplicity Theory for Multiple Markov Processes and Goursat Representations
• Radon-Nikodym Derivatives of Gaussian Measures
• Brownian Motion with a Several-Dimensional Time

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