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The aim of this paper is to give a characterization of the gaussian processes which have the G-Markov property as stochastic integrals with respect to a Wiener process. This is done by a generalization of the known result for the positive quadrant .These results allow us to find directly the structure of the covariance function of the "bien markoviens" processes intoduced by Etienne Carna

Caracterització dels processos $G$-Markov gaussians