On the Structure of the Infinitesimal $\sigma $-Algebra of a Gaussian Process

DOI10.1137/1107019zbMath0107.12504OpenAlexW2093087263MaRDI QIDQ3293728

Mark I. Freidlin, Valery Tutubalin

Publication date: 1962

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1107019

zbMATH Keywords

probability theory

Related Items (3)

Weighted trigonometrical approximation on \(R^ 1\) with application to the germ field of a stationary Gaussian noise ⋮ Large deviations of infinite intersections of events in Gaussian processes ⋮ Local independence of fractional Brownian motion

This page was built for publication: On the Structure of the Infinitesimal $\sigma $-Algebra of a Gaussian Process