Continuity of Gaussian local times
From MaRDI portal
Publication:1167983
DOI10.1214/aop/1176993790zbMath0492.60033OpenAlexW1990319536MaRDI QIDQ1167983
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/1176993790
Gaussian processes (60G15) Stationary stochastic processes (60G10) Sample path properties (60G17) Local time and additive functionals (60J55) Prediction theory (aspects of stochastic processes) (60G25)
Related Items
Approximation of local times of Gaussian surfaces ⋮ Smoothness of the density for solutions to Gaussian rough differential equations ⋮ Properties of local-nondeterminism of Gaussian and stable random fields and their applications ⋮ Some results on fractional Brownian sheets and their local times ⋮ Smoothness of Gaussian local times beyond the local nondeterminism ⋮ On moduli of continuity for local times of fractional stable processes ⋮ A local time approach to the self-intersections of Brownian paths in space
This page was built for publication: Continuity of Gaussian local times