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1 results

  • Conditional Full Support of Gaussian Processes with Stationary Increments

  • Part of
  • Dario Gasbarra, Tommi Sottinen, Harry van Zanten
  • Journal:
    Journal of Applied Probability / Volume 48 / Issue 2 / June 2011
    Published online by Cambridge University Press:
    14 July 2016, pp. 561-568
    Print publication:
    June 2011
    • Article
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  • We investigate the conditional full support (CFS) property, introduced in Guasoni et al. (2008a), for Gaussian processes with stationary increments. We give integrability conditions on the spectral measure of such a process which ensure that the process has CFS or not. In particular, the general results imply that, for a process with spectral density f such that f(λ) ∼ c1λpe−c2λq for λ → ∞ (with necessarily p < 1 if q = 0), the CFS property holds if and only if q < 1.