Étude de la covariance de quelques processus gaussiens en liaison avec la propriété de Markov. (Study of the covariance of some Gaussian processes with regard to the Markov property)

DOI10.1016/0304-4149(90)90005-DzbMath0706.60049MaRDI QIDQ918571

Laurent Carraro

Publication date: 1990

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

predictiontwo-parameter Wiener processfinite Markov property for Gaussian processes

Mathematics Subject Classification ID

Random fields (60G60) Brownian motion (60J65) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (1)

A class of bridges of iterated integrals of Brownian motion related to various boundary value problems involving the one-dimensional polyharmonic operator

Cites Work

• Problèmes de prediction pour le processus de Wiener à deux paramétres
• Markov Random Fields and Boundary Problems for Stochastic Partial Differential Equations
• Extrapolation and Interpolation of Stationary Gaussian Processes
• Brownian Motion with a Several-Dimensional Time
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