Path properties of kernel generated two-time parameter Gaussian processes (Q2277653): Difference between revisions

We study path properties of two-parameter Gaussian processes \(\{\) X(t,v), \(t\in {\mathbb{R}}, v\in {\mathbb{R}}^+\}\) of the form \(X(t,v)=\int^{\infty}_{0}\int^{\infty}_{-\infty}\Gamma (t,v,x,y)dW(x,y),\) where the kernel function \(\Gamma\) (t,v,x,y) is assumed to be square integrable in (x,y) on \({\mathbb{R}}\times {\mathbb{R}}^+\), and W(x,y) is a standard two-parameter Wiener process.