Geodesic
Markov and reciprocal stationary Gaussian processes of second order
Teoriâ veroâtnostej i ee primeneniâ, Tome 24 (1979) no. 4, pp. 847-853 Cet article a éte moissonné depuis la source Math-Net.Ru

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Let $\xi_t$ be a differentiable stationary Gaussian process. We find all correlation functions of $\xi_t$ such that the process ($\xi_t,\dot\xi_t$) is Markov (Theorem 1) or reciprocal (Theorem 2). 
@article{TVP_1979_24_4_a16,
     author = {R. N. Miro\v{s}in},
     title = {Markov and reciprocal stationary {Gaussian} processes of second order},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {847--853},
     year = {1979},
     volume = {24},
     number = {4},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1979_24_4_a16/}
}
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R. N. Mirošin. Markov and reciprocal stationary Gaussian processes of second order. Teoriâ veroâtnostej i ee primeneniâ, Tome 24 (1979) no. 4, pp. 847-853. http://geodesic.mathdoc.fr/item/TVP_1979_24_4_a16/