Geodesic
An infinite-dimensional Gaussian Markov process with non-nuclear steady state covariance
Teoriâ veroâtnostej i ee primeneniâ, Tome 38 (1993) no. 3, pp. 656-661 Cet article a éte moissonné depuis la source Math-Net.Ru

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We construct an example of a family of infinite-dimensional (Hilbert space valued) Gaussian Markov processes such that its limiting steady state covariance is not nuclear.
Keywords: Infinite-dimensional markov processes, gaussian processes, steady state covariance. 
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     author = {A. V. Balakrishnan},
     title = {An infinite-dimensional {Gaussian} {Markov} process with non-nuclear steady state covariance},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {656--661},
     year = {1993},
     volume = {38},
     number = {3},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TVP_1993_38_3_a16/}
}
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A. V. Balakrishnan. An infinite-dimensional Gaussian Markov process with non-nuclear steady state covariance. Teoriâ veroâtnostej i ee primeneniâ, Tome 38 (1993) no. 3, pp. 656-661. http://geodesic.mathdoc.fr/item/TVP_1993_38_3_a16/