Gaussiann-Markovian processes and stochastic boundary value problems

  • Andrzej Russek


Stochastic Process Probability Theory Mathematical Biology Stochastic Boundary 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.


  1. 1.
    Aronszajn, N.: Theory of reproducing kernels. Trans. Amer. Math. Soc.68, 337–404 (1950)Google Scholar
  2. 2.
    Ciesielski, Z.: Approximation by splines and its application to Lipschitz Classes and to stochastic processes. Proc. of Conf. on constr. function theory. Kaluga, 1977 Nauka Moskva 1977Google Scholar
  3. 3.
    Dawson, D.A.: Generalized stochastic integrals and equations. Trans. Amer. Math. Soc.147, 173–180 (1970)Google Scholar
  4. 4.
    de Boor, C., Lynch, R.: On splines and their minimum properties. J. Math. Mech.15, 953–969 (1966)Google Scholar
  5. 5.
    Kallianpur, G., Mandrekar, V.: The Markov property for generalized Gaussian random fields. Ann. Inst. Fourier24, 143–167 (1974)Google Scholar
  6. 6.
    Neveu, J.: Bases mathématiques du calcul des probabilités. Paris: Mason 1964Google Scholar
  7. 7.
    Pitt, L.: A Markov property for Gaussian processes with a multidimensional parameter. Arch. Rat. Mech. Analysis43, 367–391 (1971)Google Scholar
  8. 8.
    Weinert, H., Kailath, T.: Stochastic interpretation and recursive formulas for spline functions. Ann. Statist.2, 787–795 (1974)Google Scholar
  9. 9.
    Weinert, H., Sidhu, G.: A stochastic framework for recursive computation of spline functions. IEEE. Trans. Information Theory24, 45–50 (1978)Google Scholar

Copyright information

© Springer-Verlag 1980

Authors and Affiliations

  • Andrzej Russek
    • 1
  1. 1.Mathematical InstitutePolish Academy of ScienceAbrahama 18Poland

Personalised recommendations