We investigate the conditional full support (CFS) property, introduced by Guasoni et al. (2008a), for Gaussian processes with stationary increments. We give integrability conditions on the spectral measure of such a process that ensure that the process has CFS or not. In particular, the general results imply that for a process with spectral density f such that (formula follows).
|Place of Publication||Helsinki|
|Publisher||Helsinki University of Technology|
|Publication status||Published - 2008|