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Multiplicity of some classes of Gaussian processes

Published online by Cambridge University Press:  22 January 2016

Masuyuki Hitsuda
Masuyuki Hitsuda*
Affiliation:
Nagoya Institute of Technology
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The aim of this paper is to discuss the multiplicity of the sum of two independent Gaussian processes

where x 1(t) is a Wiener process and is a simpleMarkov process.

Information

Type
Research Article
Information
Nagoya Mathematical Journal , Volume 52 , December 1973 , pp. 39 - 46
Copyright
Copyright © Editorial Board of Nagoya Mathematical Journal 1973

References

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[3] Hitsuda, M., Representation of Gaussian processes equivalent to Wiener process, Osaka J. Math., 5 (1968), 299–312.Google Scholar
[4] Levy, P., A special problem of Brownian motion and a general theory of Gaussian random functions, Proc. 3rd Berkeley Symp. Math. Stat, and Prob., (1956), 133–175.Google Scholar
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