Increments and sample path properties of Gaussian processes (Q1428883)
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scientific article; zbMATH DE number 2065815
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Increments and sample path properties of Gaussian processes |
scientific article; zbMATH DE number 2065815 |
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Increments and sample path properties of Gaussian processes (English)
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18 May 2004
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The authors present an excellent review of results of law of iterated logarithm type and related results for the increments of sample paths of Gaussian processes. In particular, results pertaining to Brownian motion and fractional Brownian motion are discussed. In addition, law of iterated logarithm type results for the local times of Wiener processes and Gaussian processes are stated. No proofs are given.
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