Increments and sample path properties of Gaussian processes

DOI10.1007/BF03183479zbMATH Open1043.60029OpenAlexW2088977585MaRDI QIDQ1428883FDOQ1428883

Authors: Zhengyan Lin, Lixin Zhang

Publication date: 18 May 2004

Published in: Chinese Science Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf03183479

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Mathematics Subject Classification ID

Strong limit theorems (60F15) Sample path properties (60G17) Local time and additive functionals (60J55)

Cites Work

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Small values of Gaussian processes and functional laws of the iterated logarithm
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Sample Path Properties of l^p -Valued Ornstein-Uhlenbeck Processes
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Cited In (9)

Title not available (Why is that?)
Pricing option with stochastic interest rates and transaction costs in fractional Brownian markets
Title not available (Why is that?)
Title not available (Why is that?)
Random sampling in estimation problems for continuous Gaussian processes with independent increments
Small values of Gaussian processes and functional laws of the iterated logarithm
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On degeneracy and invariances of random fields paths with applications in Gaussian process modelling
ON THE INCREMENTS OF A d-DIMENSIONAL GAUSSIAN PROCESS

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