Kernel Generated Two-Time Parameter Gaussian Processes and Some of Their Path Properties

DOI10.4153/CJM-1994-003-XMaRDI QIDQ4290193zbMATH OpenOpenAlexFDO

Authors Miklós Csörgo, Zhengyan Lin, Q. M. Shao

Publication date 10 October 1994

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

Full work available at URL https://doi.org/10.4153/cjm-1994-003-x

zbMATH Keywords

moduli of continuitylarge deviation resultspath propertiestwo-parameter Wiener processtwo-parameter Gaussian processes

Mathematics Subject Classification ID

Large deviations (60F10) Gaussian processes (60G15) Strong limit theorems (60F15) Sample path properties (60G17) Stochastic integrals (60H05)

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Cited in

(4)

• Some limit theorems for fractional Lévy Brownian fields
• SOME LIMIT THEOREMS ON THE INCREMENTS OF A MULTI-PARAMETER FRACTIONAL BROWNIAN MOTION
• Increments and sample path properties of Gaussian processes
• Asymptotic behaviors for the increments of Gaussian random fields

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