A characterization of Gaussian processes that are Markovian
Waclaw Timoszyk (1974)
Colloquium Mathematicae
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Displaying similar documents to “Control of a Gaussian process by rarefying its innovation process.”
A characterization of Gaussian processes that are Markovian
Two-parameter gaussian Markov processes and their recursive linear filtering
Hayri Korezlioglu (1979)
Annales scientifiques de l'Université de Clermont. Mathématiques
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A connection between Gaussian processes and Markov processes.
Eisenbaum, Nathalie (2005)
Electronic Journal of Probability [electronic only]
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Spectral Multiplicity of Certain Gaussian Processes
Slobodanka S. Mitrović (2005)
Matematički Vesnik
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Long-range dependence through gamma-mixed Ornstein-Uhlenbeck process.
Iglói, E., Terdik, G. (1999)
Electronic Journal of Probability [electronic only]
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Linear transformations of Wiener process that born Wiener process, Brownian bridge or Ornstein-Uhlenbeck process
Petr Lachout (2001)
Kybernetika
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The paper presents a discussion on linear transformations of a Wiener process. The considered processes are collections of stochastic integrals of non-random functions w.r.t. Wiener process. We are interested in conditions under which the transformed process is a Wiener process, a Brownian bridge or an Ornstein –Uhlenbeck process.
A remark on the equivalence of Gaussian processes.
Van Zanten, Harry (2008)
Electronic Communications in Probability [electronic only]
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A Gaussian oscillator.
Burdzy, Krzysztof, White, David (2004)
Electronic Communications in Probability [electronic only]
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