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)
type: Item
instance of: scholarly article
title: 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)
zbMATH Open document ID: 0706.60049
DOI: 10.1016/0304-4149(90)90005-D
published in: Stochastic Processes and their Applications
publication date: 1990-01-01T00:00:00Z
Mathematics Subject Classification ID: 60G60
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60G25
zbMATH DE Number: 4159786
zbMATH Keywords: finite Markov property for Gaussian processes
zbMATH Keywords: prediction
zbMATH Keywords: two-parameter Wiener process
author: Laurent Carraro
MaRDI profile type: Publication
cites work: Q3998610
cites work: Problèmes de prediction pour le processus de Wiener à deux paramétres
cites work: Q3234349
cites work: Extrapolation and Interpolation of Stationary Gaussian Processes
cites work: Q3234472
cites work: Brownian Motion with a Several-Dimensional Time
cites work: Q3963801
cites work: Markov Random Fields and Boundary Problems for Stochastic Partial Differential Equations
description: scientific article; zbMATH DE number 4159786