Behavior of the oscillation and conditional Gaussian distributions of linear functionals

DOI10.1007/BF01843552zbMath0551.60006MaRDI QIDQ801359

Yu. Ch. Kokaev

Publication date: 1984

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

oscillation function in the sense of Ito-Nisio

Mathematics Subject Classification ID

Gaussian processes (60G15) Probability measures on topological spaces (60B05) Sample path properties (60G17) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

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Cites Work

• On the Oscillation Functions of Gaussian Processes.
• Oscillation Function of a Multiparameter Gaussian Process
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