Resumen de Caracterització dels processos g-Markov gaussians
"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. "
