Local time for stable moving average processes: Hölder conditions

DOI10.1016/S0304-4149(97)00015-XzbMath0914.60051MaRDI QIDQ1275926

Marco E. Dozzi, Ahmad Reza Soltani

Publication date: 14 January 1999

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Hölder continuitylocal timestable processesmoving averagelocal nondeterminism

Mathematics Subject Classification ID

Stochastic processes (60G99) Local time and additive functionals (60J55)

Related Items (3)

Properties of Strong Local Nondeterminism and Local Times of Stable Random Fields ⋮ Properties of local-nondeterminism of Gaussian and stable random fields and their applications ⋮ On moduli of continuity for local times of fractional stable processes

Cites Work

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• Prediction of stable processes: Spectral and moving average representations
• Sample function properties of multi-parameter stable processes
• Local Times and Sample Function Properties of Stationary Gaussian Processes
• Some Structure Theorems for the Symmetric Stable Laws
• Gaussian Processes with Stationary Increments: Local Times and Sample Function Properties
• Gaussian Sample Functions: Uniform Dimension and Hölder Conditions Nowhere

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