Increments and sample path properties of Gaussian processes

descriptionPublicationkeyboard_double_arrow_right Article 01 Sep 1999 English Publisher:Springer Science and Business Media LLCJournal:Chinese Science Bulletin, volume 44, pages 1,633-1,641 (issn: 1001-6538, eissn: 1861-9541,

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Authors: Lin, Zhengyan; Zhang, Lixin;

doi: 10.1007/bf03183479

Increments and sample path properties of Gaussian processes

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Abstract

The authors present an excellent review of results of law of iterated logarithm type and related results for the increments of sample paths of Gaussian processes. In particular, results pertaining to Brownian motion and fractional Brownian motion are discussed. In addition, law of iterated logarithm type results for the local times of Wiener processes and Gaussian processes are stated. No proofs are given.

Related Organizations

Zhejiang Ocean University
China (People's Republic of)

Keywords

Strong limit theorems, Sample path properties, Local time and additive functionals

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