Sample paths properties of Gaussian fields with equivalent spectral densities

2013/02/04 by Marianne Clausel, Clausel, M., Béatrice Vedel +1 · 1 citation
Mathematics · Economics, Econometrics and Finance · #advanced mathematical theories #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.1302.0809

Abstract

We prove that if X and Y are two Gaussian fields with equivalent spectral densities, they have the same sample paths properties in any separable Banach space continuously embedded in C⁰(K) where K is a compact set of ℝ^d.

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