Eine Klasse nirgends differenzierbarer stochastischer Prozesse mit stationären Gaussschen Zuwächsen

DOI10.1002/mana.3210630116zbMath0364.60059OpenAlexW2009552287MaRDI QIDQ4139403

Laurie Davies

Publication date: 1974

Published in: Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mana.3210630116

Mathematics Subject Classification ID

Gaussian processes (60G15)

Cites Work

• On the oscillation of the Brownian motion process
• A class of almost nowhere differentiable stationary Gaussian processes which are somewhere differentiable
• Gaussian Processes with Stationary Increments: Local Times and Sample Function Properties
• Everywhere irregularity of certain classes of random processes with stationary Gaussian increments

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