http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
Stochastic analysis for Gaussian random processes and fields
1. Covariances and associated reproducing kernel Hilbert spaces -- 2. Gaussian random fields -- 3. Stochastic integration for gaussian random fields -- 4. Skorohod and Malliavin derivatives for gaussian random fields -- 5. Filtering with general gaussian noise -- 6. Equivalence and singularity -- 7. Markov property of gaussian fields -- 8. Markov property of gaussian fields and dirichlet forms.
Vidyadhar S. Mandrekar, Leszek Gawarecki.
Includes bibliographical references (pages 169-176).
Boca Raton : CRC Press, Taylor & Francis Group, [2016]
Monographs on statistics and applied probability (Series) ; 145