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

DOI10.4153/CJM-1994-003-xzbMath0797.60033OpenAlexW2079257249MaRDI 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)

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

zbMATH Keywords

two-parameter Wiener processpath propertiesmoduli of continuitylarge deviation resultstwo-parameter Gaussian processes

Mathematics Subject Classification ID

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

Related Items (4)

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

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