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arxiv: 1501.03717 · v2 · pith:FOSF7VSOnew · submitted 2015-01-15 · 🧮 math.PR

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

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keywords fieldsscaledwienerbridgesexamplesornstein-uhlenbeckrandomrepresented
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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.

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