Stochastic Processes Induced by Singular Operators (original) (raw)
Related papers
On Random Normal Operators and Their Spectral Measures
Journal of Theoretical Probability, 2018
Introduction to Infinite Dimensional Stochastic Analysis
2000
Karhunen–Loève decomposition of Gaussian measures on Banach spaces
Probability and Mathematical Statistics, 2019
Stochastic Processes and their Applications, 1987
Spectral representations of infinitely divisible processes
Probability Theory and Related Fields, 1989
Spectral Representation of Infinitely Divisible Processes
1987
Spectral representation of semistable processes, and semistable laws on Banach spaces
Journal of Multivariate Analysis, 1987
Some Spectral Properties of Operators which are Related to One-Dimensional MARKOV Processes
Mathematische Nachrichten, 1986
An application of the nonselfadjoint operators theory in the study of stochastic processes
Journal of Applied Mathematics and Stochastic Analysis, 2004
A class of Gaussian processes with fractional spectral measures
Daniel Alpay, David Levanony, Palle Jorgensen
Journal of Functional Analysis, 2011
A Generalization of Operator-Self-Decomposable Distributions on Euclidean Spaces
Journal of Mathematical Sciences, 2006
Gauss-Markov processes on Hilbert spaces
Transactions of the American Mathematical Society, 2015
Stochastic processes as Fourier transforms of stochastic measures
Annales Academiae Scientiarum Fennicae Series A I Mathematica, 1975
Stochastic Processes and their Applications, 1999
Gaussian measures on a Banach space
Journal of Functional Analysis, 1970
On Selfadjoint Spectral Theory of Random Operators
arXiv: Spectral Theory, 2017
Regularity of Gaussian Processes on Dirichlet Spaces
Constructive Approximation
On a class of Markov processes in Hilbert space
Mathematische Zeitschrift, 1973
On the Structure of the Infinitesimal sigma\sigma sigma-Algebra of Gaussian Processes and Fields
Theory of Probability & Its Applications, 1987
A general theorem for decomposition of linear random processes
Proceedings of the American Mathematical Society, 1973
Properties of spectral covariance for linear processes with infinite variance
Lithuanian Mathematical Journal, 2014
Infinite-dimensional stochastic transforms and reproducing kernel Hilbert space
Sampling theory, signal processing, and data analysis, 2023
Spectral theory of discrete processes
2010
Malliavin-Skorohod calculus and Paley-Wiener integral for covariance singular processes
2010
2012
A remark on the spectral domain of nonstationary processes
Stochastic Processes and their Applications, 1994
Operator-valued spectral measures and large deviations
Journal of Statistical Planning and Inference, 2014
Infinite Dimensional Stochastic Realizations of Continuous-Time Stationary Vector Processes
Topics in Operator Theory Systems and Networks, 1984
arXiv: Functional Analysis, 2014
2012
On weakly measurable stochastic processes and absolutely summing operators
Mathematica Bohemica
Decomposition of Gaussian processes, and factorization of positive definite kernels
Opuscula Mathematica, 2019