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Gaussian stochastic processes

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Abstract

The survey is devoted to works appearing in the last 3–5 years and pertaining mainly to local properties of the trajectories of Gaussian processes, the behavior of trajectories in the uniform metric, and properties of level sets. Some new results are also presented.

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  1. V. I. Piterbarg
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Translated from Itogi Nauki i Tekhniki, Seriya Teoriya Veroyatnostei, Matematicheskaya Statistika, Teoreticheskaya Kibernetika, Vol. 19, pp. 155–199, 1982.

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Piterbarg, V.I. Gaussian stochastic processes. J Math Sci 23, 2599–2626 (1983). https://doi.org/10.1007/BF01084706

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