Conditional full support of Gaussian processes with stationary increments

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)

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