A Markov property for two parameter Gaussian processes.
Nualart Rodón, David ; Sanz, M.
Stochastica, Tome 3 (1979), p. 1-16 / Harvested from Biblioteca Digital de Matemáticas
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This paper deals with the relationship between two-dimensional parameter Gaussian random fields verifying a particular Markov property and the solutions of stochastic differential equations. In the non Gaussian case some diffusion conditions are introduced, obtaining a backward equation for the evolution of transition probability functions.

Publié le : 1979-01-01
DMLE-ID : 1587 
@article{urn:eudml:doc:38803,
     title = {A Markov property for two parameter Gaussian processes.},
     journal = {Stochastica},
     volume = {3},
     year = {1979},
     pages = {1-16},
     zbl = {0417.60084},
     mrnumber = {MR0562437},
     language = {en},
     url = {http://dml.mathdoc.fr/item/urn:eudml:doc:38803}
}

Nualart Rodón, David; Sanz, M. A Markov property for two parameter Gaussian processes.. Stochastica, Tome 3 (1979) pp. 1-16. http://gdmltest.u-ga.fr/item/urn:eudml:doc:38803/