How big are the increments of a two-parameter Gaussian process?
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The authors consider a generalized two-parameter Lévy Brownian motion. They assume that the variances of the increments of the process can be computed by applying a regularly varying function to the corresponding variances of the Lévy Brownian motion. Under further assumptions on the growth of the first and second order derivatives of this function they obtain limit theorems on the increments of the process and a modulus of continuity result.
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