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Path properties of kernel generated two-time parameter Gaussian processes
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  • Published: December 1991

Path properties of kernel generated two-time parameter Gaussian processes

  • Miklós Csörgő1 &
  • Zhengyan Lin2 

Probability Theory and Related Fields volume 89, pages 423–445 (1991)Cite this article

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Summary

We study path properties of two-parameter Gaussian processes {X(t,v),t ∈R} of the formX(t,v)=∫ ∞0 ∞−∞ Γ(t,v,x,y)dW(x,y), where the kernel function Γ(t, v, x, y) is assumed to be square integrable in (x, y) onR×R +, andW(x, y) is a standard two-parameter Wiener process.

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Author information

Authors and Affiliations

  1. Department of Mathematics and Statistics, Carleton University, K1S 5B6, Ottawa, Ontario, Canada

    Miklós Csörgő

  2. Department of Mathematics, Hangzhou University, Hangzhou, People's Republic of China

    Zhengyan Lin

Authors
  1. Miklós Csörgő
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  2. Zhengyan Lin
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Additional information

Work partially supported by an NSERC Canada Operating Grant at Carleton University

Work supported by an NSERC Canada International Scientific Exchange Award at Carleton University and by National Natural Science Foundation of China

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Cite this article

Csörgő, M., Lin, Z. Path properties of kernel generated two-time parameter Gaussian processes. Probab. Th. Rel. Fields 89, 423–445 (1991). https://doi.org/10.1007/BF01199787

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  • Received: 28 February 1990

  • Revised: 11 March 1991

  • Issue Date: December 1991

  • DOI: https://doi.org/10.1007/BF01199787

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Keywords

  • Stochastic Process
  • Probability Theory
  • Kernel Function
  • Mathematical Biology
  • Gaussian Process
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