Path properties of kernel generated two-time parameter Gaussian processes |
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Authors: | Miklós Csörg? Zhengyan Lin |
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Institution: | (1) Department of Mathematics and Statistics, Carleton University, K1S 5B6 Ottawa, Ontario, Canada;(2) Department of Mathematics, Hangzhou University, Hangzhou, People's Republic of China |
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Abstract: | Summary We study path properties of two-parameter Gaussian processes {X(t,v),t R} of the formX(t,v)=
0
–
(t,v,x,y)dW(x,y), where the kernel function (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.Work partially supported by an NSERC Canada Operating Grant at Carleton UniversityWork supported by an NSERC Canada International Scientific Exchange Award at Carleton University and by National Natural Science Foundation of China |
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Keywords: | |
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