Approximation du temps local des processus gaussiens stationnaires par régularisation des trajectoires. (Approximation of local times of stationary Gaussian processes by regularization of trajectories)

DOI10.1007/BF00390279zbMath0608.60034MaRDI QIDQ1085881

Jean-Marc Azaïs, D. Florens-Zmirou

Publication date: 1987

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00390279

zbMATH Keywords

continuous local time; stationary non differentiable Gaussian process

Mathematics Subject Classification ID

60G15: Gaussian processes

60G10: Stationary stochastic processes

Related Items

Integration par parties dans l'espace de Wiener et approximation du temps local. (Integration by parts in the Wiener space and approximation of local time), Statistics on crossings of discretized diffusions and local time, Approximation of local times of Gaussian surfaces, On moduli of continuity for local times of Gaussian processes, Smoothing and occupation measures of stochastic processes

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