Conditional full support of Gaussian processes with stationary increments

D. Gasbarra, T. Sottinen, J.H. Zanten, van

    Research output: Book/ReportReportAcademic

    Abstract

    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).
    Original languageEnglish
    Place of PublicationHelsinki
    PublisherHelsinki University of Technology
    Publication statusPublished - 2008

    Publication series

    NamePreprint
    Volume487

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