On the structure of splitting fields of stationary Gaussian processes with finite multiple Markovian property

Let X = (X(t); t ∈ R) be a real stationary mean continuous Gaussian process with expectation zero which is purely nondeterministic. In this paper we shall investigate the structure of splitting fields of X having finite multiple Markovian property using the results in [6]. We follow the notations and terminologies in [6].