A Kolmogorov and Tightness Criterion in Modular Besov Spaces and an Application to a Class of Gaussian Processes

DOI10.1081/SAP-200064453zbMath1080.60036OpenAlexW1991758809MaRDI QIDQ5312728

El Hassan Lakhel, Brahim Boufoussi, Marco E. Dozzi

Publication date: 25 August 2005

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sap-200064453

zbMATH Keywords

multifractional Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17)

Related Items

Effective reduction for a nonlocal Zakai stochastic partial differential equation in data assimilation, On Besov regularity and local time of the solution to the stochastic heat equation, Weak invariance principle in some Besov spaces for stationary martingale differences, Weak convergence to multifractional Brownian motion of Riemann-Liouville type in Besov spaces, On the Besov regularity of the bifractional Brownian motion

Uses Software

• longmemo

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