Necessary and sufficient conditions for Hölder continuity of Gaussian processes

DOI10.1016/j.spl.2014.07.030zbMath1307.60035arXiv1403.2215OpenAlexW2021285140MaRDI QIDQ467033

Adil Yazigi, Lauri Viitasaari, Tommi Sottinen, Ehsan Azmoodeh

Publication date: 3 November 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.2215

zbMATH Keywords

Gaussian processesHölder continuityself-similar processesKolmogorov-Čentsov condition

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17) Self-similar stochastic processes (60G18)

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Cites Work

• Regularity of Gaussian processes
• On the law of the iterated logarithm for Gaussian processes
• Representation of self-similar Gaussian processes
• The sizes of compact subsets of Hilbert space and continuity of Gaussian processes
• Sample functions of the Gaussian process
• Markov Processes, Gaussian Processes, and Local Times
• Continuity of Gaussian Processes
• Stochastic calculus with respect to Gaussian processes
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