Keywords
- Brownian Motion
- Gaussian Process
- Inverse Function
- Sample Function
- Finite Partition
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References
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T. Kawada: Oscillation des processus gaussiens, C.R. Acad. Sc. Paris, t. 274 (1972), 97–99.
N. Kôno: Oscillation of sample functions in stationary Gaussian processes, Osaka J. Math. 6 (1969), 1–12.
P. Lévy: Le mouvement brownien plan, Amer. J. Math. 62 (1940), 487–550.
M. Nisio: On the extreme values of Gaussian processes, Osaka J. Math. 4 (1967), 313–326.
S.J. Taylor: Exact asymptotic estimates of Brownian path variation, Duke Math. J. 39 (1972), 219–241.
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© 1973 Springer-Verlag
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Kawada, T., Kôno, N. (1973). On the variation of Gaussian processes. In: Maruyama, G., Prokhorov, Y.V. (eds) Proceedings of the Second Japan-USSR Symposium on Probability Theory. Lecture Notes in Mathematics, vol 330. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0061487
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DOI: https://doi.org/10.1007/BFb0061487
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