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On the Equivalence of Multiparameter Gaussian Processes

✍ Scribed by Tommi Sottinen; Ciprian A. Tudor


Publisher
Springer US
Year
2006
Tongue
English
Weight
181 KB
Volume
19
Category
Article
ISSN
0894-9840

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Let Y be a nonconstant Markov-Gaussian process with almost sure continuous sample functions. We show that with probability one the original process Y and the re ected process |Y | in each case attain their maximal value at precisely one point. Almost sure uniqueness of maximizers of stochastic proce