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scientific article; zbMATH DE number 6742124 - MaRDI portal

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Publication:5271626

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zbMath1374.60065MaRDI QIDQ5271626

Sylvie Roelly, Pierre Vallois

Publication date: 11 July 2017

Full work available at URL: http://tsp.imath.kiev.ua/files/2120/art2120_06.pdf

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

enlargement of filtration Markov field property periodic Ornstein-Uhlenbeck process periodic Gaussian process

Mathematics Subject Classification ID

Gaussian processes (60G15) Martingales with discrete parameter (60G42) Brownian motion (60J65)

Related Items (1)

Conditioned point processes with application to Lévy bridges

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