Sample Path Properties of Anisotropic Gaussian Random Fields
By Yimin Xiao. 2009
203 citations recorded by the source corpus.
Subfields: Finance, Mathematical Physics
View Paper: https://www.semanticscholar.org/paper/2fcfb1f0abfad2ee23524f76abdea62cad8a4414
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Citations in the corpus
- Joint continuity of the local times of fractional Brownian sheets (2008, methodology): “The results and techniques developed in this paper are applicable to more general anisotropic Gaussian random fields with the property of sectorial local nondeterminism; see [32] for further development.”
- Geometric Properties of Fractional Brownian Sheets (2007, methodology): “In fact, some methods for studying sample path properties of fractional Brownian sheets have proved to be useful for other anisotropic random flelds; see Wu and Xiao [43], Xiao [ 48 ] for more information.”
- Hitting probabilities and the Hausdorff dimension of the inverse images of anisotropic Gaussian random fields (2009, methodology): “Some sufficient conditions and necessary conditions for P { X−1(F ) = ∅} > 0 have been established by Testard [16] and Xiao [20] for fractional Brownian motion, by Dalang, Khoshnevisan and Nualart [3, 4] for the solutions to non-linear stochastic heat equations with additive and multiplicative noise”