Forced harmonic oscillators, waves on a forced string and changes of measure

DOI10.1016/J.SPL.2021.109232zbMath1474.60101OpenAlexW3197259185MaRDI QIDQ2244545

Henryk Gzyl

Publication date: 12 November 2021

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2021.109232

zbMATH Keywords

wave equationharmonic oscillatorGauss-Markov processCameron-Martin-Girsanov-Maruyama change of measure

Mathematics Subject Classification ID

Gaussian processes (60G15) Forced motions for nonlinear problems in mechanics (70K40)

Cites Work

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• Characterization of vector valued, Gaussian, stationary, Markov processes
• Harmonic oscillators, waves and Gaussian processes
• The Elementary Gaussian Processes

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