Displaying similar documents to “Germ-field Markov property for multiparameter processes”

The Markov property for generalized gaussian random fields

G. Kallianpur, V. Mandrekar (1974)

Annales de l'institut Fourier

Similarity:

We obtain necessary and sufficient conditions in order that a Gaussian process of many parameters (more generally, a generalized Gaussian random field in R n ) 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.

A Markov property for two parameter Gaussian processes.

David Nualart Rodón, M. Sanz (1979)

Stochastica

Similarity:

This paper deals with the relationship between two-dimensional parameter Gaussian random fields verifying a particular Markov property and the solutions of stochastic differential equations. In the non Gaussian case some diffusion conditions are introduced, obtaining a backward equation for the evolution of transition probability functions.

Markov functions

Joseph Glover (1991)

Annales de l'I.H.P. Probabilités et statistiques

Similarity:

(Homogeneous) markovian bridges

Vincent Vigon (2011)

Annales de l'I.H.P. Probabilités et statistiques

Similarity:

(Homogeneous) Markov bridges are (time homogeneous) Markov chains which begin at a given point and end at a given point. The price to pay for preserving the homogeneity is to work with processes with a random life-span. Bridges are studied both for themselves and for their use in describing the transformations of Markov chains: restriction on a random interval, time reversal, time change, various conditionings comprising the confinement in some part of the state space. These bridges...