Joint continuity of Gaussian local times
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Publication:1167982
DOI10.1214/AOP/1176993789zbMATH Open0492.60032OpenAlexW1967628943MaRDI QIDQ1167982FDOQ1167982
Authors: Jack Cuzick, Johannes P. DuPreez
Publication date: 1982
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176993789
Gaussian processes (60G15) Stationary stochastic processes (60G10) Sample path properties (60G17) Local time and additive functionals (60J55)
Cited In (34)
- Some results on fractional Brownian sheets and their local times
- Generalized dimensions of images of measures under Gaussian processes
- Images of the Brownian sheet
- Local times of multifractional Brownian sheets
- Images of fractional Brownian motion with deterministic drift: positive Lebesgue measure and non-empty interior
- \(C^{\infty}\)-regularization by noise of singular ODE's
- Moduli of continuity of the local time of a class of sub-fractional Brownian motions
- Local times of self-intersection
- Local times for continuous paths of arbitrary regularity
- Smoothness of the density for solutions to Gaussian rough differential equations
- The exact Hausdorff measure of the zero set of fractional Brownian motion
- Some properties of the solution to fractional heat equation with a fractional Brownian noise
- On Besov regularity and local time of the solution to the stochastic heat equation
- Higher-order derivative of local times for space-time anisotropic Gaussian random fields
- Small values of Gaussian processes and functional laws of the iterated logarithm
- Mixed fractional Brownian sheets and their applications
- Smoothness of Gaussian local times beyond the local nondeterminism
- Some path properties of weighted-fractional Brownian motion
- Local nondeterminism and local times of the stochastic wave equation driven by fractional-colored noise
- Local nondeterminism and local times for stable processes
- Continuity in the Hurst index of the local times of anisotropic Gaussian random fields
- On the collision local time of sub-fractional Brownian motions
- The Hausdorff Dimension of the Level Sets for a Fractional Brownian Sheet
- Joint continuity of the local times of Markov processes
- Regularity of intersection local times of fractional Brownian motions
- Restoration of well-posedness of infinite-dimensional singular ODE's via noise
- Properties of local-nondeterminism of Gaussian and stable random fields and their applications
- Sample path properties of bifractional Brownian motion
- Additive functionals of the solution to fractional stochastic heat equation
- Joint continuity of the local times of fractional Brownian sheets
- Multiple points of a Gaussian vector field
- Strong solutions of stochastic differential equations with generalized drift and multidimensional fractional Brownian initial noise
- \(C^{\infty}\)-regularization of ODEs perturbed by noise
- Strong existence and higher order Fréchet differentiability of stochastic flows of fractional Brownian motion driven SDEs with singular drift
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