On Lévy's Brownian motion and white noise space on the circle
From MaRDI portal
Publication:2658014
DOI10.1016/j.spl.2021.109041zbMath1477.60060OpenAlexW3120249297MaRDI QIDQ2658014
Publication date: 18 March 2021
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2021.109041
Stationary stochastic processes (60G10) Brownian motion (60J65) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach
- Strictly and non-strictly positive definite functions on spheres
- Is the Brownian bridge a good noise model on the boundary of a circle?
- On the validity of commonly used covariance and variogram functions on the sphere
- Le mouvement Brownien fonction d'un point de la sphère de Riemann
- Intrinsic random functions and universal kriging on the circle
- Strictly positive definite kernels on subsets of the complex plane
- Correlation theory of stationary and related random functions. Volume II: Supplementary notes and references
- A continuous parametric shape model
- When is a truncated covariance function on the line a covariance function on the circle?
- Strictly Hermitian positive definite functions
- Strictly positive definite functions on the unit circle
- Random Fields and Geometry
- Stationary Stochastic Processes. (MN-8)
- Stationary random distributions
This page was built for publication: On Lévy's Brownian motion and white noise space on the circle