Some integral equations related to random Gaussian processes

DOI10.1007/s11232-010-0079-2zbMath1300.60050OpenAlexW1991887907MaRDI QIDQ461520

V. G. Marikhin, Vladimir Sokolov

Publication date: 13 October 2014

Published in: Theoretical and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11232-010-0079-2

zbMATH Keywords

Laplace transformintegral equationrandom processfunctional integral method

Mathematics Subject Classification ID

Gaussian processes (60G15) Laplace transform (44A10) Volterra integral equations (45D05)

Cites Work

• Unnamed Item
• Linear filtering with fractional brownian motion
• A Cameron-Martin type formula for general Gaussian processes--a filtering approach
• An extension of the Cameron–Martin result
• Evaluation of various Wiener integrals by use of certain Sturm-Liouville differential equations

This page was built for publication: Some integral equations related to random Gaussian processes