Local time for stable moving average processes: Hölder conditions
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Publication:1275926
DOI10.1016/S0304-4149(97)00015-XzbMATH Open0914.60051MaRDI QIDQ1275926FDOQ1275926
Authors: Marco Dozzi, A. R. Soltani 
Publication date: 14 January 1999
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
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Cites Work
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- Occupation densities
- Local nondeterminism and local times for stable processes
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- The spectral representation of stable processes: Harmonizability and regularity
- Prediction of stable processes: Spectral and moving average representations
- On stochastic integral representation of stable processes with sample paths in Banach spaces
- Sample function properties of multi-parameter stable processes
- Gaussian Processes with Stationary Increments: Local Times and Sample Function Properties
- Gaussian Sample Functions: Uniform Dimension and Hölder Conditions Nowhere
- Local Times and Sample Function Properties of Stationary Gaussian Processes
- A local time analysis of intersections of Brownian paths in the plane
- Some Structure Theorems for the Symmetric Stable Laws
- Local nondeterminism for moving average stable processes
Cited In (8)
- Berman's integral for stable noise
- On moduli of continuity for local times of fractional stable processes
- Properties of strong local nondeterminism and local times of stable random fields
- Title not available (Why is that?)
- Properties of local-nondeterminism of Gaussian and stable random fields and their applications
- Localizable moving average symmetric stable and multistable processes
- On local fluctuations of stable moving average processes
- Local nondeterminism for moving average stable processes
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