no. 2
The Markov property for generalized gaussian random fields
Annales de l'Institut Fourier, Tome 24 (1974) no. 2, pp. 143-167.

Nous obtenons des conditions nécessaires et suffisantes pour qu’un processus gaussien (ou, plus généralement, une distribution aléatoire gaussienne) à plusieurs paramètres possède la propriété markovienne par rapport à la famille des ensembles ouverts.

We obtain necessary and sufficient conditions in order that a Gaussian process of many parameters (more generally, a generalized Gaussian random field in R n ) possess the Markov property relative to a class of open sets. The method adopted is the Hilbert space approach initiated by Cartier and Pitt. Applications are discussed.

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     title = {The {Markov} property for generalized gaussian random fields},
     journal = {Annales de l'Institut Fourier},
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Kallianpur, G.; Mandrekar, V. The Markov property for generalized gaussian random fields. Annales de l'Institut Fourier, Tome 24 (1974) no. 2, pp. 143-167. doi : 10.5802/aif.509. https://aif.centre-mersenne.org/articles/10.5802/aif.509/

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