On the size of the increments of nonstationary Gaussian processes
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- Lin, Zheng Yan & Choi, Yong-Kab, 1999. "Some limit theorems for fractional Lévy Brownian fields," Stochastic Processes and their Applications, Elsevier, vol. 82(2), pages 229-244, August.
- Yong-Kab Choi, 2004. "Path properties of (N;d)-Gaussian random fields," RePAd Working Paper Series lrsp-TRS393, Département des sciences administratives, UQO.
- Wang, Wensheng & Xiao, Yimin, 2019. "The Csörgő–Révész moduli of non-differentiability of fractional Brownian motion," Statistics & Probability Letters, Elsevier, vol. 150(C), pages 81-87.
- Lee, Cheuk Yin & Xiao, Yimin, 2022. "Propagation of singularities for the stochastic wave equation," Stochastic Processes and their Applications, Elsevier, vol. 143(C), pages 31-54.
- Yonghong Liu & Yongxiang Mo, 2019. "Chung’s Functional Law of the Iterated Logarithm for Increments of a Fractional Brownian Motion," Journal of Theoretical Probability, Springer, vol. 32(2), pages 721-736, June.
- Wang, Wensheng, 2019. "Asymptotics for discrete time hedging errors under fractional Black–Scholes models," Statistics & Probability Letters, Elsevier, vol. 149(C), pages 160-170.
- Lin, Zhengyan & Hwang, Kyo-Shin & Lee, Sungchul & Choi, Yong-Kab, 2004. "Path properties of a d-dimensional Gaussian process," Statistics & Probability Letters, Elsevier, vol. 68(4), pages 383-393, July.
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Keywords
increments of Gaussian processes increments of Brownian motion Gaussian processes with stationary increments;Statistics
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