Continuous factorizations of covariance operators and Gaussian processes

DOI10.4064/sm-85-1-91-106zbMath0621.46039OpenAlexW861548844WikidataQ114021974 ScholiaQ114021974MaRDI QIDQ3756806

No author found.

Publication date: 1986

Published in: Studia Mathematica (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/218760

zbMATH Keywords

Gaussian processcovariance operatorGaussian measurefactorization through a Hilbert spaceuniversal mapprobability theory on Banach spaces

Mathematics Subject Classification ID

Gaussian processes (60G15) Linear operators belonging to operator ideals (nuclear, (p)-summing, in the Schatten-von Neumann classes, etc.) (47B10) Factorization theory (including Wiener-Hopf and spectral factorizations) of linear operators (47A68) Measures and integration on abstract linear spaces (46G12)

Related Items

On the martingale problem for Banach space valued stochastic differential equations