Continuity of Gaussian local times
From MaRDI portal
Publication:1167983
DOI10.1214/aop/1176993790zbMath0492.60033MaRDI 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
60G15: Gaussian processes
60G10: Stationary stochastic processes
60G17: Sample path properties
60J55: Local time and additive functionals
60G25: Prediction theory (aspects of stochastic processes)
Related Items
Smoothness of the density for solutions to Gaussian rough differential equations, A local time approach to the self-intersections of Brownian paths in space, 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, Approximation of local times of Gaussian surfaces, Properties of local-nondeterminism of Gaussian and stable random fields and their applications