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**Example text**

Tjn ≤ Cn and |∆(t, τ )| ≤ Cq |τ |q . 7 The terminology comes from deterministic analogues. There are many partial differential equations for which no pointwise solution exists, but “smoothed” or “weak” versions of the equations do have solutions. 9), while a function indexed version of f does make sense. The function ϕ plays the rˆ ole of a local “mollifier”, or smoothing function 56 2. Gaussian fields Two things are obvious in the above setup, in which you should think of the dimension N as fixed.

Sample path smoothness of various degrees will also follow immediately from any assumed smoothness on the paths of g, since the transformations F are C ∞ everywhere except at the origin34 . Thus it should be reasonably clear that elementary properties of f pass over quite simply to f = F (g) as long as F is ‘nice’. 1) of f . There are two ways to develop this theory. In the past, the standard approach was to treat each particular F as a special case and to handle it accordingly. This invariably involved detailed computations, which were always related to the underlying Gaussian structure of g and to the specific transformation F .

16). Let θ : RN → RN be a rotation, so that |θ(t)| = |t| for all t. 39) t,λ ν(dλ) = RN ei θ(t),λ ν(dλ) ei t,θ(λ) ν(dλ) ei t,λ RN = RN = νθ (dλ), RN where νθ is the push-forward of ν by θ defined by νθ (A) = ν(θ−1 A). e. ν, like C, is invariant under rotation. Furthermore, if ν is absolutely continuous, then its density is also dependent only on the modulus of its argument. An interesting consequence of this symmetry is that an isotropic field cannot have all the probability of its spectral measure concentrated in one small region in RN away from the origin.