A class of almost nowhere differentiable stationary Gaussian processes which are somewhere differentiable

DOI10.2307/3212789zbMath0268.60039OpenAlexW4254333470MaRDI QIDQ3213954

Laurie Davies

Publication date: 1973

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3212789

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17)

Related Items (2)

Eine Klasse nirgends differenzierbarer stochastischer Prozesse mit stationären Gaussschen Zuwächsen ⋮ On the differentiability of a class of stationary Gaussian processes

This page was built for publication: A class of almost nowhere differentiable stationary Gaussian processes which are somewhere differentiable