Germ-field Markov property for multiparameter processes
Vidyadhar Mandrekar (1976)
Séminaire de probabilités de Strasbourg
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Displaying similar documents to “A gaussian sheet connected to symmetric Markov chains”
Germ-field Markov property for multiparameter processes
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Nathalie Eisenbaum, Haya Kaspi (1995)
Séminaire de probabilités de Strasbourg
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G. Kallianpur, V. Mandrekar (1974)
Annales de l'institut Fourier
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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.
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Séminaire de probabilités de Strasbourg
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Séminaire de probabilités de Strasbourg
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