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Kernel Generated Two-Time Parameter Gaussian Processes and Some of Their Path Properties
Published online by Cambridge University Press: 20 November 2018
Abstract
We study path properties of kernel generated two-time parameter, not necessarily stationary, Gaussian processes. We establish large deviation results for some increments of these processes and use these results to prove some of their moduli of continuity and other path properties.
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- Copyright © Canadian Mathematical Society 1994