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Reciprocal processes. (English) Zbl 0326.60033

MSC:
60G05 Foundations of stochastic processes
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[1] Bernstein, S.: Sur les liaisons entre les grandeurs aléatoires, Verh. des intern. Mathematikerkongr. I Zürich 1932 · Zbl 0007.02104
[2] Beurling, A.: An automorphism of product measures, Ann. of Math. 72, 189-200 (1960) · Zbl 0091.13001 · doi:10.2307/1970151
[3] Billingsley, P.: Convergence of Probability Measures. New York: Wiley 1968 · Zbl 0172.21201
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[5] Doob, J.L.: Stochastic Processes. New York: Wiley 1953 · Zbl 0053.26802
[6] Dynkin, E.B.: The Theory of Markov Processes. London: Pergamon Press 1960 · Zbl 0096.11704
[7] Fortet, R.: Résolution d’un système d’équations de M. Schroedinger. J. Math. Pures Appl. IX, 83-105 (1940) · JFM 66.0498.01
[8] Jamison, B.: Reciprocal Processes: The stationary Gaussian case, Ann. Math. Statist. 41, 1624-1630 (1970) · Zbl 0248.60030 · doi:10.1214/aoms/1177696805
[9] Loève, M.: Probability Theory, (3rd ed.). Princeton: Van Nostrand 1963
[10] Loève, M.: Probability Methods in Physics I. Statistical Equilibrium (Seminar Notes) Statistical Laboratory, Department of Mathematics, University of California, Berkeley, 1949
[11] Schrödinger, E.: über die Umkehrung der Naturgesetze, Sitz. Ber. der Preuss. Akad. Wissen., Berlin Phys. Math. 144 (1931) · Zbl 0001.37503
[12] Schrödinger, E.: Theorie relativiste de l’electron et l’interpretation de la méchanique quantique, Ann. Inst. H. Poincaré 2, 269-310 (1932) · Zbl 0004.42505
[13] Slepian, D.: First passage time for a particular Gaussian process, Ann. Math. Statist. 32, 610-612 (1961) · Zbl 0113.12403 · doi:10.1214/aoms/1177705068
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