On the size of the increments of nonstationary Gaussian processes
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Publication:797900
DOI10.1016/0304-4149(84)90160-1zbMath0546.60030OpenAlexW2010383463MaRDI QIDQ797900
Publication date: 1984
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(84)90160-1
Related Items (28)
Some limit theorems for fractional Lévy Brownian fields ⋮ Path properties of a \(d\)-dimensional Gaussian process ⋮ Upper classes for the increments of fractional Wiener processes ⋮ Some liminf results on increments of fractional Brownian motion ⋮ Asymptotic analysis for hedging errors in models with respect to geometric fractional Brownian motion ⋮ Strong approximations for long memory sequences based partial sums, counting and their Vervaat processes ⋮ Functional limit theorems for \(d\)-dimensional FBM in Hölder norm ⋮ Quasi sure large deviation for increments of fractional Brownian motion in Hölder norm ⋮ Strong invariance principles for ergodic Markov processes ⋮ Increments and sample path properties of Gaussian processes ⋮ On infinite series of independent Ornstein-Uhlenbeck processes ⋮ Limsup results and LIL for finite dimensional Gaussian random fields ⋮ Path properties of \(l^p\)-valued Gaussian random fields ⋮ Chung's functional law of the iterated logarithm for increments of a fractional Brownian motion ⋮ SOME LIMIT THEOREMS ON THE INCREMENTS OF A MULTI-PARAMETER FRACTIONAL BROWNIAN MOTION ⋮ Functional limit theorems for the increments of Gaussian samples ⋮ 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 properties for two-parameter fractional Lévy-Wiener process ⋮ Propagation of singularities for the stochastic wave equation ⋮ On the large increments of fractional Brownian motion ⋮ A note on lim infs for increments of a fractional Brownian motion ⋮ Asymptotics for discrete time hedging errors under fractional Black-Scholes models ⋮ The Csörgő-Révész moduli of non-differentiability of fractional Brownian motion ⋮ The local continuity moduli for two classes of Gaussian processes ⋮ Asymptotic behaviors for the increments of Gaussian random fields ⋮ How big are the lag increments of a Gaussian process? ⋮ On large increments of a two-parameter fractional Wiener process
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