Representations and regularity of Gaussian processes

MaRDI QIDQ5744007zbMATH OpenFDO

Authors Adil Yazigi

Publication date 9 February 2016

Full work available at URL https://www.univaasa.fi/materiaali/pdf/isbn_978-952-476-629-6.pdf

zbMATH Keywords

Gaussian processesregularityrepresentationssample pathsself-similaritystationarity

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stationary stochastic processes (60G10) Gaussian processes (60G15) Sample path properties (60G17) Self-similar stochastic processes (60G18)

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Cited in

(9)

• On the unique representation of non-Gaussian linear processes
• Representation of self-similar Gaussian processes
• On regression representations of stochastic processes
• Generalized dimensions of images of measures under Gaussian processes
• Large deviations for conditional Volterra processes
• Representation of Gaussian fields in series with independent coefficients
• Continuous factorizations of covariance operators and Gaussian processes
• scientific article; zbMATH DE number 2149890 (Why is no real title available?)
• Representation of solutions to sticky stochastic differential equations

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