Uniform quadratic variation for Gaussian processes
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Publication:1312310
DOI10.1016/0304-4149(93)90044-5zbMath0783.60040OpenAlexW2081708906MaRDI QIDQ1312310
Publication date: 14 March 1994
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(93)90044-5
Random fields (60G60) Gaussian processes (60G15) Strong limit theorems (60F15) Sample path properties (60G17)
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Cites Work
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- The Brunn-Minkowski inequality in Gauss space
- On quadratic variation of processes with Gaussian increments
- On almost sure convergence of quadratic Brownian variation
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- Sample functions of the Gaussian process
- A Strong Limit Theorem for Gaussian Processes
- A New Limit Theorem for Stochastic Processes with Gaussian Increments
- A Bound on Tail Probabilities for Quadratic Forms in Independent Random Variables
