Gaussian stochastic processes
Itogi nauki i tehniki. Seriâ, Teoriâ veroâtnostej. Matematičeskaâ statistika. Teoretičeskaâ kibernetika, Itogi Nauki i Tekhniki. Seriya "Teoriya Veroyatnostei. Matematicheskaya Statistika. Teoreticheskaya Kibernetika", Tome 19 (1982), pp. 155-199
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The survey is devoted to works appearing in the last 3–5 years and pertaining mainly to local properties of the trajectories of Gaussian processes, the behavior of trajectories in the uniform metric, and properties of level sets. Some new results are also presented.
@article{INTV_1982_19_a4,
author = {V. I. Piterbarg},
title = {Gaussian stochastic processes},
journal = {Itogi nauki i tehniki. Seri\^a, Teori\^a vero\^atnostej. Matemati\v{c}eska\^a statistika. Teoreti\v{c}eska\^a kibernetika},
pages = {155--199},
year = {1982},
volume = {19},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/INTV_1982_19_a4/}
}
V. I. Piterbarg. Gaussian stochastic processes. Itogi nauki i tehniki. Seriâ, Teoriâ veroâtnostej. Matematičeskaâ statistika. Teoretičeskaâ kibernetika, Itogi Nauki i Tekhniki. Seriya "Teoriya Veroyatnostei. Matematicheskaya Statistika. Teoreticheskaya Kibernetika", Tome 19 (1982), pp. 155-199. http://geodesic.mathdoc.fr/item/INTV_1982_19_a4/