Examples of random fields that can be represented as space-domain scaled stationary Ornstein-Uhlenbeck fields

Mátyás Barczy
2018 Mathematica Slovaca  
We give some examples of random fields that can be represented as space-domain scaled stationary Ornstein-Uhlenbeck fields defined on the plane. Namely, we study a tied-down Wiener bridge, tied-down scaled Wiener bridges, a Kiefer process and so called (F, G)-Wiener bridges.
doi:10.1515/ms-2017-0093 fatcat:55rpyiasmrfhxesedrkojy2d6i