Occupation time problems for fractional Brownian motion and some other self-similar processes (Q3077688): Difference between revisions

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+MaRDI publication profile
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+Théorèmes limites pour certaines fonctionnelles associées aux processus stables dans une classe d'espaces de besov
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+Continuity of local times for L�vy processes
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+Necessary and sufficient conditions for the continuity of local time of Lévy processes
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+Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
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+Strong approximation of additive functionals
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+On Occupation Times for Markoff Processes
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+Occupation densities
@@ Property / cites work: Occupation densities / rank @@
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+Fractional Brownian Motions, Fractional Noises and Applications
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+\(p\)-variation of the local times of symmetric stable processes and of Gaussian processes with stationary increments
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+Local nondeterminism and local times for stable processes
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+Hölder conditions for the local times and the Hausdorff measure of the level sets of Gaussian random fields
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@@ Property / full work available at URL @@
+https://doi.org/10.1515/rose.2009.005
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+W2070898117
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