Gaussian reciprocal diffusions and positive definite sturm-liouville operators-Reference-Cited by-同舟云学术

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Gaussian reciprocal diffusions and positive definite sturm-liouville operators

Published:1995-12 Issue:3-4 Volume:55 Page:279-313
ISSN:1045-1129
Container-title:Stochastics and Stochastic Reports
language:en
Short-container-title:Stochastics and Stochastic Reports

Author:

Coleman Jerome M.¹,Levy Bernard C.²,Krener Arthur J.³

Affiliation:

1. a Institute of Theoretical Dynamics , University of California , Davis, CA, 95616, USA

2. b Institute of Theoretical Dynamics , University of California , Davis, CA, 95616, USA

3. c Institute of Theoretical Dynamics , University of California , Davis, CA, 95616, USA

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/17442509508834029

Reference34 articles.

1. Some comments on conditionally Markov and reciprocal Gaussian processes (Corresp.)

2. Linear estimation of boundary value stochastic processes-- Part I: The role and construction of complementary models

3. A System Theory Criterion for Positive Real Matrices

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Karhunen Loeve Expansion of Gaussian Processes;Principles of Signal Detection and Parameter Estimation;2008

2. Characterization of Stationary Discrete-Time Gaussian Reciprocal Processes over a Finite Interval;SIAM Journal on Matrix Analysis and Applications;2002-01

3. Characterization of Multivariate Stationary Gaussian Reciprocal Diffusions;Journal of Multivariate Analysis;1997-07

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