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On the multiple Markov property of Lévy-Hida for Gaussian processes

Published online by Cambridge University Press:  22 January 2016

V. Mandrekar
V. Mandrekar*
Affiliation:
Michigan State University, E. Lansing Mich. 48823
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The purpose of this note is to clarify relations between multiple Markov properties (MMP) defined by Lévy ([8], [9]) and Hida [5] for Gaussian processes and to extend some work in Lévy [8] and Hida [5]. In the stationary Gaussian case it has been shown ([5], [4]) that these notions of MMP coincide. Interesting examples of (non-stationary) processes satisfying MMP can be found in [5], [8].

Type
Research Article
Information
Nagoya Mathematical Journal , Volume 54 , July 1974 , pp. 69 - 78
Copyright
Copyright © Editorial Board of Nagoya Mathematical Journal 1974

References

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