Local times for real and random functions

DOI10.1215/S0012-7094-76-04363-5MaRDI QIDQ1241926zbMATH OpenOpenAlexFDO

Authors Donald Geman, Joseph Horowitz

Publication date 1976

Published in Duke Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1215/s0012-7094-76-04363-5

Mathematics Subject Classification ID

Foundations of stochastic processes (60G05) Gaussian processes (60G15)

Cited in

(5)

• An example of stability of singular spectrum under smooth perturbations
• Local times for functions and Gaussian processes
• Nowhere differentiable functions constructed from probabilistic point of view
• Quadratic variation and quadratic roughness
• Occupation times of Gaussian stationary processes

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