Gaussian Processes - T. Hida; M. Hitsuda.
The Markov property for generalized gaussian random fields
We obtain necessary and sufficient conditions in order that a Gaussian process of many parameters (more generally, a generalized Gaussian random field in ) possess the Markov property relative to a class of open sets. The method adopted is the Hilbert space approach initiated by Cartier and Pitt. Applications are discussed.
Analytic and sequential Feynman integrals on abstract Wiener and Hilbert spaces, and a Cameron-Martin formula
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