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scientific article; zbMATH DE number 1836526
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scientific article; zbMATH DE number 1836526 |
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7 April 2003
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Gaussian processes
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path properties
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0.9463365
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0.94266385
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0.9393755
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0.91691244
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0.91058344
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0.90396285
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The article gives a survey of sample path properties of Gaussian processes. Local properties like moduli of continuity, moduli of non-differentiability or local times, as well as global properties are presented for standard and fractional Wiener processes, Ornstein-Uhlenbeck processes, Gaussian processes with stationary increments and some examples of multi-parameter Gaussian processes and Gaussian processes with non-stationary increments. For the entire collection see [Zbl 0994.00027].
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