Harmonic Analysis of Local Times and Sample Functions of Gaussian Processes

Cites work

Differentiability of Sample Functions in Gaussian Processes
Holder Conditions for Gaussian Processes with Stationary Increments
scientific article; zbMATH DE number 3220706 (Why is no real title available?)
scientific article; zbMATH DE number 3028224 (Why is no real title available?)
Local Times and Sample Function Properties of Stationary Gaussian Processes
Some Continuity Properties of Brownian Motion with the Time Parameter in Hilbert Space

Cited in

(24)

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

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