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Change of support for diffusion-type random functions - MaRDI portal

Change of support for diffusion-type random functions

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Publication:2490625

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DOI10.1007/BF01033151zbMath1085.86505MaRDI QIDQ2490625

G. Matheron

Publication date: 17 May 2006

Published in: Mathematical Geology (Search for Journal in Brave)

zbMATH Keywords

diffusion processes change of support conditional variogram conditional drift Ito conditions

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Geological problems (86A60)

Related Items (6)

Conditional simulation of random fields with bivariate gamma isofactorial distributions ⋮ Disjunctive kriging revisited. I, II. ⋮ Change-of-support models on irregular grids for geostatistical simulation ⋮ Predicting integrals of diffusion processes with unknown diffusion parameters ⋮ Change of support for estimating local block grade distributions ⋮ Predicting integrals of diffusion processes

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