A Gaussian Markovian process on a square lattice

1 March 1973

journal article
research article
Published by Cambridge University Press (CUP) in Journal of Applied Probability

Vol. 10 (01) , 54-62
https://doi.org/10.1017/s002190020004208x

Abstract

A definition of the Markovian property is given for a lattice process and a Gaussian Markovian lattice process is constructed on a torus lattice. From this a Gaussian Markovian process is constructed for a lattice in the plane and its properties are studied.

Keywords

This publication has 7 references indexed in Scilit:

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