Some integral equations related to random Gaussian processes
type: Item
instance of: scholarly article
title: Some integral equations related to random Gaussian processes
zbMATH Open document ID: 1300.60050
author: V. G. Marikhin
author: V. V. Sokolov
published in: Theoretical and Mathematical Physics
publication date: 2014-10-13T00:00:00Z
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 45D05
Mathematics Subject Classification ID: 44A10
zbMATH DE Number: 6353894
zbMATH Keywords: random process
zbMATH Keywords: integral equation
zbMATH Keywords: Laplace transform
zbMATH Keywords: functional integral method
MaRDI profile type: Publication
full work available at URL: s11232-010-0079-2
OpenAlex ID: W1991887907
cites work: A Cameron-Martin type formula for general Gaussian processes--a filtering approach
cites work: Linear filtering with fractional brownian motion
cites work: Q3997782
cites work: Evaluation of various Wiener integrals by use of certain Sturm-Liouville differential equations
cites work: An extension of the Cameron–Martin result
DOI: 10.1007/S11232-010-0079-2
description: scientific article; zbMATH DE number 6353894