Gaussian reciprocal processes and self-adjoint stochastic differential equations of second order

Author:

Krener Arthur J.1,Frezza Ruggero1,Levy Bernard C.1

Affiliation:

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

Publisher

Informa UK Limited

Reference35 articles.

Cited by 14 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. Introduction;SpringerBriefs in Mathematics;2021

2. Modeling of Stationary Periodic Time Series by ARMA Representations;Optimization and Its Applications in Control and Data Sciences;2016

3. Nearest-neighbour modelling of reciprocal chains;Stochastics;2008-10-20

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

5. Duality formula for the bridges of a Brownian diffusion: Application to gradient drifts;Stochastic Processes and their Applications;2005-10

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