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On the structure of splitting fields of stationary Gaussian processes with finite multiple Markovian property

Published online by Cambridge University Press:  22 January 2016

Yasunori Okabe
Yasunori Okabe*
Affiliation:
Nagoya University
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Let X = (X(t); t ∈ R) be a real stationary mean continuous Gaussian process with expectation zero which is purely nondeterministic. In this paper we shall investigate the structure of splitting fields of X having finite multiple Markovian property using the results in [6]. We follow the notations and terminologies in [6].

Type
Research Article
Information
Nagoya Mathematical Journal , Volume 54 , July 1974 , pp. 191 - 213
Copyright
Copyright © Editorial Board of Nagoya Mathematical Journal 1974

References

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[6] Okabe, Y.: Stationary Gaussian processes with Markovian property and M. Sato’s hyperfunctions, to appear in Japanese J. of Math., 41 (1973), 69–122.Google Scholar