On a criterion for Gaussian random to be a Markov one
Teoriâ veroâtnostej i ee primeneniâ, Tome 27 (1982) no. 4, pp. 802-805
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We describe the class of covariance functions of real-valued Gaussian Markov processes.
@article{TVP_1982_27_4_a17,
author = {I. S. Borisov},
title = {On a~criterion for {Gaussian} random to be {a~Markov} one},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {802--805},
year = {1982},
volume = {27},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1982_27_4_a17/}
}
I. S. Borisov. On a criterion for Gaussian random to be a Markov one. Teoriâ veroâtnostej i ee primeneniâ, Tome 27 (1982) no. 4, pp. 802-805. http://geodesic.mathdoc.fr/item/TVP_1982_27_4_a17/