On the size of the increments of nonstationary Gaussian processes
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- A REDUCTION FORMULA FOR NORMAL MULTIVARIATE INTEGRALS
- How big are the increments of a Wiener process?
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Cited in
(38)- scientific article; zbMATH DE number 4174036 (Why is no real title available?)
- scientific article; zbMATH DE number 4069936 (Why is no real title available?)
- On large increments of a two-parameter fractional Wiener process
- Asymptotic analysis for hedging errors in models with respect to geometric fractional Brownian motion
- Upper classes for the increments of fractional Wiener processes
- scientific article; zbMATH DE number 62977 (Why is no real title available?)
- Some liminf results on increments of fractional Brownian motion
- On the large increments of fractional Brownian motion
- A note on lim infs for increments of a fractional Brownian motion
- Limsup results and LIL for finite dimensional Gaussian random fields
- Chung's functional law of the iterated logarithm for increments of a fractional Brownian motion
- scientific article; zbMATH DE number 1187251 (Why is no real title available?)
- Functional limit theorems for the increments of \(d\)-dimensional Gaussian processes in a Hölder type norm
- Functional limit theorems for the infinite series of OU processes in Hölder norm
- Some limit theorems for fractional Lévy Brownian fields
- The Csörgő-Révész moduli of non-differentiability of fractional Brownian motion
- Functional limit theorems for d-dimensional FBM in Hölder norm
- Quasi sure large deviation for increments of fractional Brownian motion in Hölder norm
- SOME LIMIT THEOREMS ON THE INCREMENTS OF A MULTI-PARAMETER FRACTIONAL BROWNIAN MOTION
- Functional limit theorems for the increments of Gaussian samples
- Strong approximations for long memory sequences based partial sums, counting and their Vervaat processes
- Strong invariance principles for ergodic Markov processes
- Some properties for two-parameter fractional Lévy-Wiener process
- Increments and sample path properties of Gaussian processes
- Propagation of singularities for the stochastic wave equation
- Erdős-Rényi-type laws applied to Gaussian processes
- On infinite series of independent Ornstein-Uhlenbeck processes
- On the asymptotic behavior of Gaussian sequences with stationary increments
- Path properties of a d-dimensional Gaussian process
- ON THE INCREMENTS OF A d-DIMENSIONAL GAUSSIAN PROCESS
- The local continuity moduli for two classes of Gaussian processes
- Upper classes for the increments of the fractional Wiener process
- Asymptotic behaviors for the increments of Gaussian random fields
- How big are the lag increments of a Gaussian process?
- Path properties of \(l^p\)-valued Gaussian random fields
- On lag increments of a Gaussian process
- Large deviations in the piecewise linear approximation of Gaussian processes with stationary increments
- Asymptotics for discrete time hedging errors under fractional Black-Scholes models
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