Results on local times of a class of multiparameter Gaussian processes

DOI10.1007/S10255-005-0288-XzbMATH Open1101.60058OpenAlexW1967622765MaRDI QIDQ2431932FDOQ2431932

Authors: Xiuyun Wang, Zong-Mao Cheng, Zhengyan Lin 

Publication date: 24 October 2006

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-005-0288-x

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zbMATH Keywords

Gaussian random fieldbi-fractional Brownian motion

Mathematics Subject Classification ID

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

Cited In (10)

• Local times of \(N\)-parameter Gaussian processes
• Local times for multifractional square Gaussian processes
• On the variations of functions of several variables: Local time, Gaussian and stable fields
• Derivatives of local times for some Gaussian fields. II
• Local times of fractional Brownian sheets
• Continuity in the Hurst index of the local times of anisotropic Gaussian random fields
• Local time and Tanaka formula for a Volterra-type multifractional Gaussian process
• On tail probability of local times of Gaussian processes
• Multiparameter multifractional Brownian motion: local nondeterminism and joint continuity of the local times
• Derivatives of local times for some Gaussian fields

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