The Markov Property for Generalized Random Functions

Yu. A. Rozanov
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Yu. A. Rozanov: Steklov Mathematics Institute

Chapter Chapter 3 in Markov Random Fields, 1982, pp 103-162 from Springer

Abstract: Abstract We have previously stipulated that by a generalized random function on a domain T ⊆ ℝ d we mean a continuous linear mapping of C 0 ∞ (T), the space of infinitely differentiable functions u = u(t), t∈T,into the Hilbert space L2(Ω, A, P).

Keywords: Random Field; Stochastic Differential Equation; Differential Form; Random Function; Markov Property (search for similar items in EconPapers)
Date: 1982
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DOI: 10.1007/978-1-4613-8190-7_3

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