Operator-Valued wide-sense Markov processes and solutions of infinite-dimensional linear differential systems driven by white noise

DOI10.1007/BF01704078zbMath0208.43704OpenAlexW2011348210WikidataQ112879236 ScholiaQ112879236MaRDI QIDQ5610788

Vidyadhar Mandrekar, Habib Salehi

Publication date: 1970

Published in: Mathematical Systems Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01704078

Mathematics Subject Classification ID

Stochastic analysis (60H99) Markov processes (60J99)

Related Items

Random Gaussian Markov sequences with values in a Hilbert space, Operators as spectral integrals of operator-valued functions from the study of multivariate stationary stochastic processes, Stochastic evolution equations and related measure processes, Infinite-variate wide-sense Markov processes and functional analysis for bounded operator-forming vectors

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Relative self-adjoint operators in Hilbert space
• Canonical representations of Gaussian processes and their applications
• On the Solution of a Probabilistic Non-Equilibrium Problem for Distributed Systems
• Stationary Measures for the Flow of a Linear Differential Equation Driven by White Noise
• On Multivariate Wide-sense Markov Processes
• Infinite-dimensional filtering: The Kalman\3-Bucy filter in Hilbert space
• Multivariate Wide-sense Markov Processes and Prediction Theory
• On the Relation Between Green's Functions and Covariances of Certain Stochastic Processes and Its Application to Unbiased Linear Prediction
• The Elementary Gaussian Processes