Kernel Generated Two-Time Parameter Gaussian Processes and Some of Their Path Properties
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Publication:4290193
DOI10.4153/CJM-1994-003-xzbMath0797.60033MaRDI QIDQ4290193
Zheng Yan Lin, Miklós Csörgő, Qui-Man Shao
Publication date: 10 October 1994
Published in: Canadian Journal of Mathematics (Search for Journal in Brave)
two-parameter Wiener process; path properties; moduli of continuity; large deviation results; two-parameter Gaussian processes
60G15: Gaussian processes
60F15: Strong limit theorems
60F10: Large deviations
60G17: Sample path properties
60H05: Stochastic integrals
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