Processus gaussiens, markoviens d'ordre p, fortement markoviens d'ordre p et problème de Dirichlet stochastique

Albert Benassi

Annales de l'I.H.P. Probabilités et statistiques (1979)

  • Volume: 15, Issue: 1, page 107-126
  • ISSN: 0246-0203

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Benassi, Albert. "Processus gaussiens, markoviens d'ordre p, fortement markoviens d'ordre p et problème de Dirichlet stochastique." Annales de l'I.H.P. Probabilités et statistiques 15.1 (1979): 107-126. <http://eudml.org/doc/77106>.

@article{Benassi1979,
author = {Benassi, Albert},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Hilbert space; duality; generalized Gaussian processes; strong p-Markov property},
language = {fre},
number = {1},
pages = {107-126},
publisher = {Gauthier-Villars},
title = {Processus gaussiens, markoviens d'ordre p, fortement markoviens d'ordre p et problème de Dirichlet stochastique},
url = {http://eudml.org/doc/77106},
volume = {15},
year = {1979},
}

TY - JOUR
AU - Benassi, Albert
TI - Processus gaussiens, markoviens d'ordre p, fortement markoviens d'ordre p et problème de Dirichlet stochastique
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1979
PB - Gauthier-Villars
VL - 15
IS - 1
SP - 107
EP - 126
LA - fre
KW - Hilbert space; duality; generalized Gaussian processes; strong p-Markov property
UR - http://eudml.org/doc/77106
ER -

References

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  1. [1] Badrikian, Séminaire sur les fonctions aléatoires linéaires et les mesures cylindriques, Lectures notes in Math., Springer-Verlag, p. 139. Zbl0209.48402
  2. [2] Baro Neto, Problèmes aux limites non homogènes, Cours d'été de l'OTAN, Les presses de l'Université de Montréal, mai 1966. Zbl0151.15302MR268496
  3. [3] Baxendall, Gaussian measures on function spaces, American Journal of Math., vol. 98, n° 4, p. 891, 952. Zbl0384.28011MR467809
  4. [4] G. Kallianpur and V. Mandrekar, The Markov property for generalized Gaussian Random Fields, Ann. Inst. Fourier, Grenoble, t. 24, 2, 1974, p. 143-167. Zbl0275.60054MR405569
  5. [5] V. Mandrekar, Germ-field Markov property for multiparameter processes, Séminaire de probabilité de Strasbourg X, Lectures Notes in Math., Springer, 1976 , p. 78-85. Zbl0332.60049MR440683
  6. [6] G.M. Molčan, Characterization of Gaussian fields with Markovian property, Translation Soviet Math. Dokl., t. 12, 1971, p. 563-567. Zbl0236.60031
  7. [7] L. Pitt, A Markov property for Gaussian processes with a multidimensional parameter. Arch. for ratio. Mech. and Analysis, vol. 43, 1971, p. 367, 391. Zbl0277.60025MR336798
  8. [8] Rozanov, Stochastics Markov fields, Advances in Appl. Probability, vol. 10, n° 2, June 1978, p. 272. 
  9. [9] H. Sato, Gaussian measures on a Banach space and Abstract Wiener measure, Nagoya Math. J., vol. 36, 1969, p. 65-81. Zbl0185.44303MR249565

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