Ayuda
Ir al contenido

Dialnet


Resumen de A Markov property for two parameter Gaussian processes.

David Nualart Rodón, M. Sanz

  • 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.


Fundación Dialnet

Dialnet Plus

  • Más información sobre Dialnet Plus