Gaussiann-Markovian processes and stochastic boundary value problems

DOI10.1007/BF01013310zbMath0432.60043MaRDI QIDQ3870072

Andrzej Russek

Publication date: 1980

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

reproducing kernel Hilbert spacesGaussian Markov processesstochastic boundary value problems

Mathematics Subject Classification ID

Gaussian processes (60G15)

Related Items

Some remarks on boundary value problems for linear stochastic differential equations ⋮ Linear stochastic differential equations with boundary conditions ⋮ A second-order Stratonovich differential equation with boundary conditions ⋮ Linear stochastic differential equations with functional boundary conditions. ⋮ Second order stochastic differential equations with Dirichlet boundary conditions ⋮ Multiscale analysis of Gaussian Markov processes of order \(p\) on (0,1)

Cites Work

• A Markov property for Gaussian processes with a multidimensional parameter
• Stochastic interpretations and recursive algorithms for spline functions
• The Markov property for generalized Gaussian random fields
• A stochastic framework for recursive computation of spline functions--Part I: Interpolating splines
• Theory of Reproducing Kernels
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