Caracterització dels processos g-Markov gaussians

• Juliá , Olga ^[1]
  1. [1] Universitat de Barcelona

     Universitat de Barcelona

     Barcelona, España

     
• Localización: Publicacions matematiques, ISSN 0214-1493, Nº 22, 1980, págs. 147-149
• Idioma: catalán
• DOI: 10.5565/publmat_22180_29
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• Resumen

  • "The aim of this paper is to give a characterization of the gaussian processes which have the G-Markov property as stochastic integrals with respect to a Wiener process. This is done by a generalization of the known result for the positive quadrant . These results allow us to find directly the structure of the covariance function of the ""bien markoviens"" processes intoduced by Etienne Carnal. "