Joint continuity of Gaussian local times
From MaRDI portal
Publication:1167982
DOI10.1214/aop/1176993789zbMath0492.60032OpenAlexW1967628943MaRDI QIDQ1167982
Johannes P. DuPreez, Jack Cuzick
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)
Related Items (32)
The Hausdorff Dimension of the Level Sets for a Fractional Brownian Sheet ⋮ Images of fractional Brownian motion with deterministic drift: Positive Lebesgue measure and non-empty interior ⋮ 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 ⋮ Strong solutions of stochastic differential equations with generalized drift and multidimensional fractional Brownian initial noise ⋮ Small values of Gaussian processes and functional laws of the iterated logarithm ⋮ Local nondeterminism and local times for stable processes ⋮ Moduli of continuity of the local time of a class of sub-fractional Brownian motions ⋮ Regularity of intersection local times of fractional Brownian motions ⋮ On Besov regularity and local time of the solution to the stochastic heat equation ⋮ Restoration of well-posedness of infinite-dimensional singular ODE's via noise ⋮ The exact Hausdorff measure of the zero set of fractional Brownian motion ⋮ Strong existence and higher order Fréchet differentiability of stochastic flows of fractional Brownian motion driven SDEs with singular drift ⋮ Generalized dimensions of images of measures under Gaussian processes ⋮ Local times of self-intersection ⋮ Smoothness of the density for solutions to Gaussian rough differential equations ⋮ Additive functionals of the solution to fractional stochastic heat equation ⋮ Properties of local-nondeterminism of Gaussian and stable random fields and their applications ⋮ Sample path properties of bifractional Brownian motion ⋮ Some results on fractional Brownian sheets and their local times ⋮ On the collision local time of sub-fractional Brownian motions ⋮ Joint continuity of the local times of Markov processes ⋮ Joint continuity of the local times of fractional Brownian sheets ⋮ Local times of multifractional Brownian sheets ⋮ Smoothness of Gaussian local times beyond the local nondeterminism ⋮ Some path properties of weighted-fractional Brownian motion ⋮ Continuity in the Hurst index of the local times of anisotropic Gaussian random fields ⋮ Multiple points of a Gaussian vector field ⋮ Images of the Brownian sheet ⋮ Local times for continuous paths of arbitrary regularity ⋮ C∞− regularization of ODEs perturbed by noise ⋮ Mixed fractional Brownian sheets and their applications
This page was built for publication: Joint continuity of Gaussian local times