Local Times and Sample Function Properties of Stationary Gaussian Processes
From MaRDI portal
Publication:5576579
DOI10.2307/1994804zbMath0184.40801OpenAlexW4246577635MaRDI QIDQ5576579
Publication date: 1969
Full work available at URL: https://doi.org/10.2307/1994804
Related Items (69)
Approximation of local times of Gaussian surfaces ⋮ On tail probability of local times of Gaussian processes ⋮ On a family of complex-valued stochastic processes ⋮ Nowhere differentiable functions constructed from probabilistic point of view ⋮ Properties of trajectories of a multifractional Rosenblatt process ⋮ Local nondeterminism and local times of the stochastic wave equation driven by fractional-colored noise ⋮ Some properties of the solution to fractional heat equation with a fractional Brownian noise ⋮ Spectral conditions for local nondeterminism ⋮ An extension of sub-fractional Brownian motion ⋮ On moduli of continuity for local times of Gaussian processes ⋮ Sobolev regularity of occupation measures and paths, variability and compositions ⋮ Continuity in law with respect to the Hurst parameter of the local time of the fractional Brownian motion ⋮ Asymptotics for the local time of a strongly dependent vector-valued Gaussian random field ⋮ Large deviations for functionals of some self-similar Gaussian processes ⋮ Sojourn time dimensions of fractional Brownian motion ⋮ On the local time of sub-fractional Brownian motion ⋮ Unnamed Item ⋮ On the local time of Gaussian and Lévy processes ⋮ Local time and Tanaka formula for a Volterra-type multifractional Gaussian process ⋮ Variability of paths and differential equations with \(\mathrm{BV}\)-coefficients ⋮ Fractal dimensions of the Rosenblatt process ⋮ Asymptotic proportion of arbitrage points in fractional binary markets ⋮ Local times for systems of non-linear stochastic heat equations ⋮ The exact Hausdorff measure of the zero set of fractional Brownian motion ⋮ Large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes ⋮ On the local times of fractional Ornstein-Uhlenbeck process ⋮ Harmonic Analysis of Local Times and Sample Functions of Gaussian Processes ⋮ Local times of stochastic processes with positive definite bivariate densities ⋮ Local nondeterminism and local times of Gaussian processes ⋮ The local time of the Markov processes of Ornstein-Uhlenbeck type ⋮ On limit theorems of some extensions of fractional Brownian motion and their additive functionals ⋮ Quasi-everywhere properties of Brownian level sets and multiple points ⋮ Local times for functions and Gaussian processes ⋮ On the linear fractional self-attracting diffusion ⋮ Unnamed Item ⋮ Wiener integrals with respect to the Hermite random field and applications to the wave equation ⋮ Properties of local-nondeterminism of Gaussian and stable random fields and their applications ⋮ The zero set of fractional Brownian motion is a Salem set ⋮ Unnamed Item ⋮ Occupation densities for stochastic integral processes in the second Wiener chaos ⋮ On a problem posed by Orey and Pruitt related to the range of the N-parameter wiener process in R d ⋮ Approximation of occupation time functionals ⋮ Sample path properties of the local time of multifractional Brownian motion ⋮ On local fluctuations of stable moving average processes ⋮ Generalized fractional Brownian motion ⋮ A borderline Gaussian random Fourier series for the sample convergence in variation ⋮ A new kind of tightness of probability measures, and its applications to integral functionals of stochastic processes ⋮ Multiple images of stochastic processes ⋮ Joint continuity of the local times of Markov processes ⋮ The local time of the fractional Ornstein-Uhlenbeck process ⋮ Local times and supermartingales ⋮ A Functional Limit Theorem for the Integrals over Level Sets of a Gaussian Random Field ⋮ The self-intersections of a Gaussian random field ⋮ Joint continuity of the local times of fractional Brownian sheets ⋮ Approximation of a Wiener Process Local Time by Functionals of Random Walks ⋮ Weak convergence in \(L^p(0,1)\) of the uniform empirical process under dependence ⋮ Tanaka formula for strictly stable processes ⋮ Local time for stable moving average processes: Hölder conditions ⋮ Some theorems on Feller processes: Transience, local times and ultracontractivity ⋮ Local times for two-parameter Levy processes ⋮ Sample function properties of multi-parameter stable processes ⋮ Occupation times of Gaussian stationary processes ⋮ Local Time and Local Reflection of the Wiener Process ⋮ On the existence and the Hölder regularity of the local time of the Brownian bridge ⋮ Local time of additive Levy process ⋮ A Note on the Continuity of Local Times ⋮ On the existence of local times: A geometric study ⋮ C∞− regularization of ODEs perturbed by noise ⋮ A new proof on the distribution of the local time of a Wiener process
Cites Work
This page was built for publication: Local Times and Sample Function Properties of Stationary Gaussian Processes