Fernique-type inequalities and moduli of continuity for anisotropic Gaussian random fields.
نویسندگان
چکیده
This paper is concerned with sample path properties of anisotropic Gaussian random fields. We establish Fernique-type inequalities and utilize them to study the global and local moduli of continuity for anisotropic Gaussian random fields. Applications to fractional Brownian sheets and to the solutions of stochastic partial differential equations are investigated.
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ورودعنوان ژورنال:
- Transactions of the American mathematical society
دوره 2013 365 شماره
صفحات -
تاریخ انتشار 2012