Multiple and weak Markov properties in Hilbert spaces with applications to fractional stochastic evolution equations

We define a number of higher-order Markov properties for stochastic processes (X(t))t∈T, indexed by an interval T⊆R and taking values in a real and separable Hilbert space U. We furthermore investigate the relations between them. In particular, for solutions to the stochastic evolution equation LX=W...

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Veröffentlicht in:	Stochastic processes and their applications Jg. 186; S. 104639
Hauptverfasser:	Kirchner, Kristin, Willems, Joshua
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Elsevier B.V 01.08.2025
Schlagworte:	Higher-order Markov property Infinite-dimensional fractional Wiener process Matérn covariance Spatiotemporal Gaussian process Higher-order Markov property 60G22 35R60 Infinite-dimensional fractional Wiener process Matérn covariance 60J25 Spatiotemporal Gaussian process 60G15
ISSN:	0304-4149, 1879-209X
Online-Zugang:	Volltext
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