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Teoriya Veroyatnostei i ee Primeneniya, 1982, Volume 27, Issue 4, Pages 802–805 (Mi tvp2438)  
This article is cited in 14 scientific papers (total in 14 papers)

Short Communications

On a criterion for Gaussian random to be a Markov one

I. S. Borisov

Novosibirsk
Full-text PDF (303 kB) Citations (14)
Abstract: We describe the class of covariance functions of real-valued Gaussian Markov processes.
Received: 29.09.1980
English version:
Theory of Probability and its Applications, 1983, Volume 27, Issue 4, Pages 863–865
DOI: https://doi.org/10.1137/1127097
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: I. S. Borisov, “On a criterion for Gaussian random to be a Markov one”, Teor. Veroyatnost. i Primenen., 27:4 (1982), 802–805; Theory Probab. Appl., 27:4 (1983), 863–865
Citation in format AMSBIB
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\by I.~S.~Borisov
\paper On a~criterion for Gaussian random to be a~Markov one
\jour Teor. Veroyatnost. i Primenen.
\yr 1982
\vol 27
\issue 4
\pages 802--805
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\zmath{https://zbmath.org/?q=an:0522.60039|0507.60026}
\transl
\jour Theory Probab. Appl.
\yr 1983
\vol 27
\issue 4
\pages 863--865
\crossref{https://doi.org/10.1137/1127097}
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Linking options:
  • https://www.mathnet.ru/eng/tvp2438
  • https://www.mathnet.ru/eng/tvp/v27/i4/p802
    • This publication is cited in the following 14 articles:
    1. A. Azze, B. D'Auria, E. García-Portugués, “Optimal stopping of an Ornstein–Uhlenbeck bridge”, Stochastic Processes and their Applications, 172 (2024), 104342  crossref
    2. Abel Azze, Bernardo D'Auria, Eduardo García-Portugués, “Optimal stopping of Gauss–Markov bridges”, Adv. Appl. Probab., 2024, 1  crossref
    3. Marios Andreou, Nan Chen, “A Martingale-Free Introduction to Conditional Gaussian Nonlinear Systems”, Entropy, 27:1 (2024), 2  crossref
    4. N. Modarresi, S. Rezakhah, “Characterization of discrete scale invariant Markov sequences”, Communications in Statistics - Theory and Methods, 45:18 (2016), 5263  crossref
    5. A. A. Bystrov, “Exponential inequalities for probability deviations of stochastic integrals over Gaussian integrable processes”, Theory Probab. Appl., 59:1 (2015), 128–136  mathnet  crossref  crossref  mathscinet  isi  elib
    6. N Modarresi, S Rezakhah, “Spectral analysis of multi-dimensional self-similar Markov processes”, J. Phys. A: Math. Theor., 43:12 (2010), 125004  crossref
    7. I. S. Borisov, A. A. Bystrov, “Constructing a stochastic integral of a nonrandom function without orthogonality of the noise”, Theory Probab. Appl., 50:1 (2006), 53–74  mathnet  crossref  crossref  mathscinet  zmath  isi  elib
    8. Wenbo V. Li, “Small ball probabilities for Gaussian Markov processes under the Lp-norm”, Stochastic Processes and their Applications, 92:1 (2001), 87  crossref
    9. Raymond Recoules, “Gaussian reciprocal processes revisited”, Statistics & Probability Letters, 12:4 (1991), 297  crossref
    10. David H. Goldenberg, “A Unified Method for Pricing Options on Diffusion Processes (with Proofs)”, SSRN Journal, 1990  crossref
    11. Robert J. Adler, Stamatis Cambanis, Gennady Samorodnitsky, “On stable Markov processes”, Stochastic Processes and their Applications, 34:1 (1990), 1  crossref
    12. V. V. Buldygin, S. A. Solntsev, “Equivalence of Sample and Sequential Continuity of Gaussian Processes and the Continuity of Gaussian Markov Processes”, Theory Probab. Appl., 33:4 (1988), 624–637  mathnet  mathnet  crossref  isi
    13. J.-P. Carmichael, J.-C. Masse, R. Theodorescu, “Representations for multivariate reciprocal Gaussian processes”, IEEE Trans. Inform. Theory, 34:1 (1988), 155  crossref
    14. “Summary of reports presented at sessions of the probability and mathematical statistics seminar at the Mathematics Institute of the Siberian section of the USSR Academy of Sciences, February–May 1982”, Theory Probab. Appl., 28:3 (1984), 631–639  mathnet  mathnet  crossref  isi
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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