Article PDF
Avoid common mistakes on your manuscript.
References
Agmon, S., Lectures on Elliptic Boundary Value Problems. Princeton: Von Nostrand 1965.
Aronszajn, N., Theory of reproducing kernels. Trans. Amer. Math. Soc. 68, 337–404 (1950).
Dolph, C. L., & M. A. Woodbury, On the relation between Green's functions and covariances of certain stochastic processes and its application to unbiased linear prediction. Trans. Amer. Math. Soc. 72, 519–550 (1952).
Doob, J. L., The elementary Gaussian processes. Annals. of Math. Stat. 15, 229–282 (1944).
Hida, T., Canonical representations of Gaussian processes and their applications. Mem. Coll Sci., U. of Kyoto, ser. A, Math. 33, 109–155 (1960).
Hunt, G. A., Martingales et Processus de Markov. Paris: Dunod 1966.
Levinson, N., & H. P., McKean Jr., Weighted Trigonometrical approximation on R1 with application to the germ field of a stationary Gaussian noise. Acta Math. 112, 99–143 (1964).
McKean, H. P., Jr., Brownian motion with a several dimensional time. Theory Prob. Applications 8, 335–354 (1963).
Molchan, G. M., On some problems concerning Brownian motion in Lévy's sense. Theory Prob. Applications 12, 682–690 (1967).
Peetre, J., Rectification a l'article ≪Une caractérisation abstraite des opérateurs différentiels≫. Math. Scand. 8, 116–120 (1960).
Pitt, L., Some problems in the spectral theory of stationary processes on R n (to appear).
Sirao, T., On the continuity of Brownian motion with a multidimensional parameter. Nagoya Math. Jour. 16, 135–156 (1960).
Sobolev, S. L., Applications of Functional Analysis in Mathematical Physics. [Trans. from the Russian by F. E. Browder]. Amer. Math. Soc. Providence (1963).
Author information
Authors and Affiliations
Additional information
Communicated by M. Kac
This research was partially supported by Army Research Office Grant ARO-D-1005.
Rights and permissions
About this article
Cite this article
Pitt, L.D. A Markov property for Gaussian processes with a multidimensional parameter. Arch. Rational Mech. Anal. 43, 367–391 (1971). https://doi.org/10.1007/BF00252003
Received:
Issue Date:
DOI: https://doi.org/10.1007/BF00252003