A Markov property for two parameter Gaussian processes.
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Autores: David Nualart Rodón
, M. Sanz
- Localización: Stochastica: revista de matemática pura y aplicada, ISSN 0210-7821, Vol. 3, Nº. 1, 1979, págs. 1-16
- Idioma: inglés
- Enlaces
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Resumen
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.
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