PATH PROPERTIES OF KERNEL GENERATED 2-TIME PARAMETER GAUSSIAN-PROCESSES

• 成果类型: Article
• 署名作者: CSORGO, M; LIN, ZY
• 署名单位: Zhejiang University
• 刊物名称: PROBABILITY THEORY AND RELATED FIELDS
• ISSN/ISSBN: 0178-8051
• DOI: 10.1007/BF01199787
• 发表日期: 1991
• 页码: 423-445
• 关键词: ornstein-uhlenbeck processes; continuity; equation; SPACE

摘要

We study path properties of two-parameter Gaussian processes {X(t, upsilon), t element-of R, upsilon element-of R+} of the form X(t, upsilon) = [GRAPHICS] where the kernel function GAMMA(t, upsilon, x, y) is assumed to be square integrable in (x, y) on R x R+, and W(x, y) is a standard two-parameter Wiener process.