Sample properties of random fields. III: Differentiability

MaRDI QIDQ2790537zbMATH OpenFDO

Authors Jürgen Potthoff

Publication date 4 March 2016

Published in Communications on Stochastic Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Random fields (60G60) Sample path properties (60G17)

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• Modeling tangential vector fields on a sphere
• Global C^1 regularity of the value function in optimal stopping problems
• Sample properties of random fields. I: Separability and measurability
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• Excursion probability of Gaussian random fields on sphere
• Kolmogorov-Chentsov theorem and differentiability of random fields on manifolds
• The mean Euler characteristic and excursion probability of Gaussian random fields with stationary increments
• Bayesian numerical methods for nonlinear partial differential equations
• scientific article; zbMATH DE number 4090486 (Why is no real title available?)
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• Covariance Models for Divergence-Free and Curl-Free Random Vector Fields
• Continuity properties for random fields
• Characterization of anisotropic Gaussian random fields by Minkowski tensors

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