On the multiple Markov property of Lévy-Hida for Gaussian processes

DOI10.1017/S0027763000024600zbMath0282.60021MaRDI QIDQ4768388

Vidyadhar Mandrekar

Publication date: 1974

Published in: Nagoya Mathematical Journal (Search for Journal in Brave)

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Markov processes (60Jxx)

Related Items (4)

Hida-Cramér Multiplicity Theory for Multiple Markov Processes and Goursat Representations ⋮ On discrete-time stable multiple Markov processes ⋮ The backward canonical representations and interpolations for multiple Markov Gaussian processes ⋮ Properties of Hida processes on \({\mathbb{R}}^ 2\). I: N-Hida processes

Cites Work

• On Multivariate Wide-sense Markov Processes
• Unnamed Item

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