The moduli of non-differentiability for Gaussian random fields with stationary increments

DOI10.3150/19-BEJ1162zbMath1466.60104MaRDI QIDQ2295038

Yanyan Li

Publication date: 12 February 2020

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1580461584

zbMATH Keywords

local timeGaussian random fieldmodulus of non-differentiabilityCauchy classfractional Riesz-Bessel processstrong local nondeterministism

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17)

Related Items (1)

Exact uniform modulus of continuity and Chung's LIL for the generalized fractional Brownian motion

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