Hölder conditions for the local times of certain Gaussian processes with stationary increments

DOI10.3792/pjaa.53.84zbMath0437.60057MaRDI QIDQ1141423

Norio Kono

Publication date: 1977

Published in: Proceedings of the Japan Academy. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3792/pjaa.53.84

zbMATH Keywords

local times; spectral density function; Gaussian processes with stationary increments

Mathematics Subject Classification ID

60G15: Gaussian processes

60G10: Stationary stochastic processes

60J55: Local time and additive functionals

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On the local time of sub-fractional Brownian motion, Inverse local times of fractional Brownian motion, A local time approach to the self-intersections of Brownian paths in space, Smoothness of Gaussian local times beyond the local nondeterminism, On moduli of continuity for local times of fractional stable processes, Gaussian stochastic processes, On local times of self-similar random fields, On moduli of continuity for local times of Gaussian processes, Iterated logarithm law for local times for a class of Gaussian processes, Sample path properties of the local time of multifractional Brownian motion, On the local time of multifractional Brownian motion

Cites Work

• Local Hölder conditions for the local times of certain stationary Gaussian processes
• Tail probabilities for positive random variables satisfying some moment conditions
• Gaussian Processes with Stationary Increments: Local Times and Sample Function Properties
• Gaussian Sample Functions: Uniform Dimension and Hölder Conditions Nowhere