Iterated logarithm law for local times for a class of Gaussian processes

DOI10.1007/BF01139954MaRDI QIDQ2266529zbMATH OpenOpenAlexFDO

Authors F. S. Nasyrov

Publication date 1984

Published in Mathematical Notes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01139954

zbMATH Keywords

law of iterated logarithmlocal time of a Wiener process

Mathematics Subject Classification ID

Strong limit theorems (60F15) Gaussian processes (60G15) Local time and additive functionals (60J55) Markov processes (60J99)

Review text

Translation from Mat. Zametki 35, No.6, 905-908 (Russian) (1984; Zbl 0547.60078).

Recommendations

• scientific article; zbMATH DE number 3872433
• Laws of the iterated logarithm for local times of the empirical process
• On the law of the iterated logarithm for Gaussian processes
• scientific article; zbMATH DE number 751034
• The law of the iterated logarithm for local time of a Lévy process
• Local times of \(N\)-parameter Gaussian processes
• scientific article; zbMATH DE number 2078179
• Local laws of the iterated logarithm for diffusions

Cites work

• An iterated logarithm law for local time
• Gaussian Processes with Stationary Increments: Local Times and Sample Function Properties
• Hölder conditions for the local times of certain Gaussian processes with stationary increments
• Occupation densities
• Sur un mode de croissance régulière. Théorèmes fondamentaux
• Tail probabilities for positive random variables satisfying some moment conditions

Cited in

(1)

• scientific article; zbMATH DE number 3872433 (Why is no real title available?)

This page was built for publication: Iterated logarithm law for local times for a class of Gaussian processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2266529)