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On the variation of Gaussian processes

Part of the Lecture Notes in Mathematics book series (LNM,volume 330)

Keywords

  • Brownian Motion
  • Gaussian Process
  • Inverse Function
  • Sample Function
  • Finite Partition

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References

  1. X. Fernique: Continuité des processus gaussiens, C.R. Acad. Sc. Paris, t. 258 (1964), 6058–6060.

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  2. G. Kallianpur: Zero-one laws for Gaussian processes, Trans. Amer. Math. Soc. 149 (1970), 199–211.

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  3. T. Kawada: Oscillation des processus gaussiens, C.R. Acad. Sc. Paris, t. 274 (1972), 97–99.

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  4. N. Kôno: Oscillation of sample functions in stationary Gaussian processes, Osaka J. Math. 6 (1969), 1–12.

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  5. P. Lévy: Le mouvement brownien plan, Amer. J. Math. 62 (1940), 487–550.

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  6. M. Nisio: On the extreme values of Gaussian processes, Osaka J. Math. 4 (1967), 313–326.

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  7. 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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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-06358-2

  • Online ISBN: 978-3-540-46956-8

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