The backward canonical representations and interpolations for multiple Markov Gaussian processes

DOI10.1016/0304-4149(93)90058-CzbMath0770.60045MaRDI QIDQ1208954

Yuji Hibino

Publication date: 16 May 1993

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

zbMATH Keywords

interpolationmaximal and minimal solutionsmultiple Markov processbackward representation of Gaussian processesGoursat representations

Mathematics Subject Classification ID

Gaussian processes (60G15) Continuous-time Markov processes on general state spaces (60J25)

Related Items

Equivalence problems for Gaussian multiple Markov processes and their canonical representations

Cites Work

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• On the multiple Markov property of Lévy-Hida for Gaussian processes