Gaussian Measures in $B_p$

Jain, Naresh C.; Monrad, Ditlev

Ann. Probab., Tome 11 (1983) no. 4, p. 46-57 / Harvested from Project Euclid

Résumé

For $p \geq 1$, conditions for a separable Gaussian process to have sample paths of finite $p$-variation are given in terms of the mean function and the covariance function. A process with paths of finite $p$-variation may or may not induce a tight measure on the nonseparable Banach space $B_p$. Consequences of tightness and conditions for tightness are given.

Publié le : 1983-02-14
Classification: Stochastic processes, Gaussian, sample paths, $p$-variation, nonseparable, Banach spaces, induced measure, tightness, 60G15, 60G17, 28C20, 60B12

@article{1176993659,
     author = {Jain, Naresh C. and Monrad, Ditlev},
     title = {Gaussian Measures in $B\_p$},
     journal = {Ann. Probab.},
     volume = {11},
     number = {4},
     year = {1983},
     pages = { 46-57},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176993659}
}

Jain, Naresh C.; Monrad, Ditlev. Gaussian Measures in $B_p$. Ann. Probab., Tome 11 (1983) no. 4, pp.  46-57. http://gdmltest.u-ga.fr/item/1176993659/