Properties of local-nondeterminism of Gaussian and stable random fields and their applications

DOI10.5802/AFST.1117zbMATH Open1128.60041OpenAlexW2133995075MaRDI QIDQ2458950FDOQ2458950

Authors: Y. Xiao 

Publication date: 5 November 2007

Published in: Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AFST_2006_6_15_1_157_0

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zbMATH Keywords

random fieldsstablelocal timenondeterminismlaw of the iterated logarithmGaussiansample path

Mathematics Subject Classification ID

Random fields (60G60) Sample path properties (60G17)

Cites Work

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Cited In (47)

• Generalized dimensions of images of measures under Gaussian processes
• Approximation of occupation time functionals
• Local times of multifractional Brownian sheets
• Lower bound for local oscillations of Hermite processes
• Recent developments on fractal properties of Gaussian random fields
• Wasserstein asymptotics for the empirical measure of fractional Brownian motion on a flat torus
• On the Tanaka formula for the derivative of self-intersection local time of fractional Brownian motion
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• Moving average multifractional processes with random exponent: lower bounds for local oscillations
• Gaussian-type lower bounds for the density of solutions of SDEs driven by fractional Brownian motions
• Variability of paths and differential equations with \(\mathrm{BV}\)-coefficients
• Spectral conditions for strong local nondeterminism and exact Hausdorff measure of ranges of Gaussian random fields
• Linear fractional stable sheets: Wavelet expansion and sample path properties
• \(H\)-separable rings and their Hopf-Galois extensions
• Dimensional properties of fractional Brownian motion
• The existence and smoothness of self-intersection local time for a class of Gaussian processes
• Continuous Gaussian multifractional processes with random pointwise Hölder regularity
• A wavelet characterization for the upper global Hölder index
• The local time of the fractional Ornstein-Uhlenbeck process
• Correction to: Local nondeterminism and the zeros of Gaussian processes
• Wavelets techniques for pointwise anti-Hölderian irregularity
• Tempered fractional stable motion
• Spectral conditions for local nondeterminism
• The Hausdorff measure of the range and level sets of Gaussian random fields with sectorial local nondeterminism
• On Besov regularity and local time of the solution to the stochastic heat equation
• Real harmonizable multifractional stable process and its local properties
• Local nondeterminism and the exact modulus of continuity for stochastic wave equation
• Properties of strong local nondeterminism and local times of stable random fields
• Sobolev regularity of occupation measures and paths, variability and compositions
• Hölder properties of local times for fractional Brownian motions
• Strong local nondeterminism and sample path properties of Gaussian random fields
• On the collision local time of fractional Brownian motions
• On the monofractality of many stationary continuous Gaussian fields
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• Regularity of intersection local times of fractional Brownian motions
• Nondeterminism of linear operators and lower entropy estimates
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• Mixing for Generic Rough Shear Flows
• Regularity of local times associated with Volterra-Lévy processes and path-wise regularization of stochastic differential equations
• Prevalence of \(\rho\)-irregularity and related properties
• Derivatives of intersection local time for two independent symmetric \(\alpha\)-stable processes
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• The maximum rate of convergence for the approximation of the fractional Lévy area at a single point
• Local properties of a multifractional stable field
• \(C^{\infty}\)-regularization of ODEs perturbed by noise

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