Harmonic Analysis of Local Times and Sample Functions of Gaussian Processes

DOI10.2307/1995248zbMath0186.50802OpenAlexW4256064709MaRDI QIDQ5580745

Simeon M. Berman

Publication date: 1969

Full work available at URL: https://doi.org/10.2307/1995248

zbMATH Keywords

probability theory

Related Items

Nowhere differentiable functions constructed from probabilistic point of view, Local nondeterminism and local times of the stochastic wave equation driven by fractional-colored noise, On local times of self-similar random fields, Sobolev regularity of occupation measures and paths, variability and compositions, Gaussian lacunary series and the modulus of continuity for Gaussian processes, Smooth Perturbations of a Function with a Smooth Local Time, Local times for systems of non-linear stochastic heat equations, On Besov regularity and local time of the solution to the stochastic heat equation, Local times of stochastic processes with positive definite bivariate densities, Local nondeterminism and local times of Gaussian processes, On self-affine functions, The rate of convergence of Hurst index estimate for the stochastic differential equation, Approximation of fractional local times: zero energy and derivatives, On local fluctuations of stable moving average processes, Iterating Brownian motions, ad libitum, Matching Theorems and Empirical Discrepancy Computations using Majorizing Measures, A borderline Gaussian random Fourier series for the sample convergence in variation, The local growth of a random field, A remark on nowhere differentiability of sample functions of Gaussian processes, Local times for two-parameter Levy processes, A Note on the Continuity of Local Times, C∞− regularization of ODEs perturbed by noise

Cites Work

• Unnamed Item
• Unnamed Item
• Differentiability of Sample Functions in Gaussian Processes
• Some Continuity Properties of Brownian Motion with the Time Parameter in Hilbert Space
• Local Times and Sample Function Properties of Stationary Gaussian Processes
• Holder Conditions for Gaussian Processes with Stationary Increments