Local time for stable moving average processes: Hölder conditions

DOI10.1016/S0304-4149(97)00015-XMaRDI QIDQ1275926zbMATH OpenFDO

Authors Marco Dozzi, A. R. Soltani

Publication date 14 January 1999

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

local timestable processeslocal nondeterminismmoving averageHölder continuity

Mathematics Subject Classification ID

Local time and additive functionals (60J55) Stochastic processes (60G99)

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Cites work

• scientific article; zbMATH DE number 614990 (Why is no real title available?)
• scientific article; zbMATH DE number 3416765 (Why is no real title available?)
• A local time analysis of intersections of Brownian paths in the plane
• 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
• Local nondeterminism and local times for stable processes
• Local nondeterminism for moving average stable processes
• Occupation densities
• On stochastic integral representation of stable processes with sample paths in Banach spaces
• Prediction of stable processes: Spectral and moving average representations
• Sample function properties of multi-parameter stable processes
• Some Structure Theorems for the Symmetric Stable Laws
• The spectral representation of stable processes: Harmonizability and regularity

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
• scientific article; zbMATH DE number 5630489 (Why is no real title available?)
• Properties of local-nondeterminism of Gaussian and stable random fields and their applications
• On local fluctuations of stable moving average processes
• Localizable moving average symmetric stable and multistable processes
• Local nondeterminism for moving average stable processes

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