On almost sure limit inferior for \(B\)-valued stochastic processes and applications

DOI10.1007/BF01199589zbMath0799.60036MaRDI QIDQ1332562

Miklós Csörgő, Qui-Man Shao

Publication date: 17 November 1994

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

Gaussian processesOrnstein-Uhlenbeck processesstationary incrementsalmost sure limit inferior

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Brownian motion (60J65) Sample path properties (60G17)

Related Items (7)

Small ball probabilities of Gaussian fields ⋮ The Csörgö-Révész modulus of non-differentiability of iterated Brownian motion ⋮ The small mass limit for long time statistics of a stochastic nonlinear damped wave equation ⋮ Increments and sample path properties of Gaussian processes ⋮ Path properties of \(l^p\)-valued Gaussian random fields ⋮ Maximal Inequalities for Fractional Brownian Motion: An Overview ⋮ The moduli of non-differentiability for Gaussian random fields with stationary increments

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