Etude de la covariance de quelques processus Gaussiens en liaison avec la propriete de Markov

AbstractWe give two characterisations of the finite Markov property for Gaussian processes indexed by R, based on the covariance of these processes. Then, we use this approach, combined with the hyperbolic structure of R2+, to give prediction results for the two-parameter Wiener process. The complete identity between Green functions on [0, 1] and covariance of Markov Gaussian processes indexed by [0, 1] is also established