Path properties of kernel generated two-time parameter Gaussian processes (Q2277653)
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English | Path properties of kernel generated two-time parameter Gaussian processes |
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Path properties of kernel generated two-time parameter Gaussian processes (English)
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1991
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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.
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two-parameter Gaussian processes
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kernel function
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two-parameter Wiener process
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