Local time and related sample paths of filtered white noises

DOI10.5802/AMBP.228zbMath1144.60029OpenAlexW2328372609MaRDI QIDQ2464587

Raby Guerbaz

Publication date: 2 January 2008

Published in: Annales Mathématiques Blaise Pascal (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AMBP_2007__14_1_77_0

zbMATH Keywords

Chung's law of iterated logarithmLocal timeFiltered White NoiseLocal nondeterminizm

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17)

Related Items (1)

On the local time of sub-fractional Brownian motion

Cites Work

• Occupation densities
• Small values of Gaussian processes and functional laws of the iterated logarithm
• Identification of filtered white noises
• Local self-similarity and the Hausdorff dimension
• On the local time of multifractional Brownian motion
• Sample function properties of multi-parameter stable processes
• Gaussian Processes with Stationary Increments: Local Times and Sample Function Properties
• Gaussian Sample Functions: Uniform Dimension and Hölder Conditions Nowhere
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