Oscillation of Gaussian processes

MaRDI QIDQ1313645zbMATH OpenFDO

Authors A. E. Mikhajlov

Publication date 2 March 1994

Published in Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

Gaussian processoscillation[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=It%EF%BF%BD%EF%BF%BD-Nisio+oscillation&go=Go It��-Nisio oscillation]

Mathematics Subject Classification ID

Gaussian processes (60G15)

Cited in

(2)

• Statistical estimation of the oscillating Brownian motion
• Behavior of the oscillation and conditional Gaussian distributions of linear functionals

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