Approximation of local times of Gaussian surfaces

DOI10.1007/BF01195880zbMath0794.60030MaRDI QIDQ1326332

Mario Wschebor, Corinne Berzin

Publication date: 28 August 1994

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

Gaussian process; spectral measure; stationary Gaussian process; behavior of the covariance; dependence on the thickness; regularizations of the trajectories

Mathematics Subject Classification ID

60G15: Gaussian processes

60G10: Stationary stochastic processes

60J55: Local time and additive functionals

Related Items

Geometrical characteristics of Gaussian sea waves, Smoothing and occupation measures of stochastic processes

Cites Work

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• Approximation des trajectoires et temps local des diffusions. (Approximation of trajectories and local times of diffusions)
• Continuity of Gaussian local times
• Occupation densities
• Some Theorems on Stable Processes
• Joint continuity of the local times of Markov processes
• Local Times for Multiparameter Random Processes
• Local Times and Sample Function Properties of Stationary Gaussian Processes