Fredholm representation of multiparameter Gaussian processes with applications to equivalence in law and series expansions

DOI10.15559/15-VMSTA39CNFzbMath1352.60056arXiv1506.07211MaRDI QIDQ340785

Lauri Viitasaari, Tommi Sottinen

Publication date: 15 November 2016

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.07211

zbMATH Keywords

Brownian sheetseries expansionsFredholm representationGaussian sheetsmultiparameter Gaussian processes

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Brownian motion (60J65) Stochastic integrals (60H05)

Related Items (3)

Long-range dependent completely correlated mixed fractional Brownian motion ⋮ Integration-by-parts characterizations of Gaussian processes ⋮ Prediction law of mixed Gaussian Volterra processes

Cites Work

• Stochastic analysis of Gaussian processes via Fredholm representation
• On the equivalence of multiparameter Gaussian processes
• Lectures on Gaussian Processes
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