DIFFERENTIAL REPRESENTATION AND MARKOV PROPERTY OF GENERALIZED RANDOM FIELDS

DOI10.1081/SAP-100002098zbMath1002.60043OpenAlexW2145829631MaRDI QIDQ2746382

V. V. Anh, María D. Ruiz-Medina, José M. Angulo

Publication date: 1 January 2003

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

Full work available at URL: https://doi.org/10.1081/sap-100002098

zbMATH Keywords

generalized white noisegeneralized random fieldMarkov representationcovariance factorization

Mathematics Subject Classification ID

Random fields (60G60) Elliptic equations and elliptic systems (35J99) Markov processes (60J99)

Related Items (4)

Fractional Generalized Random Fields on Bounded Domains ⋮ Estimation of intrinsic processes affected by additive fractal noise ⋮ Diffusion on multifractals ⋮ Spatial and Spatiotemporal Karhunen-Loève-Type Representations on Fractal Domains

Cites Work

• A Markov property for Gaussian processes with a multidimensional parameter
• Functional Analysis

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