Local time and related sample paths of filtered white noises

DOI10.5802/AMBP.228MaRDI QIDQ2464587zbMATH OpenOpenAlexFDO

Authors Raby Guerbaz

Publication date 2 January 2008

Published in Annales Mathématiques Blaise Pascal (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL http://www.numdam.org/item?id=AMBP_2007__14_1_77_0, https://eudml.org/doc/10542

zbMATH Keywords

Local timeChung's law of iterated logarithmFiltered White NoiseLocal nondeterminizm

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17)

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Cites work

• scientific article; zbMATH DE number 3751955 (Why is no real title available?)
• scientific article; zbMATH DE number 3594385 (Why is no real title available?)
• scientific article; zbMATH DE number 3233300 (Why is no real title available?)
• scientific article; zbMATH DE number 3416765 (Why is no real title available?)
• Gaussian Processes with Stationary Increments: Local Times and Sample Function Properties
• Gaussian Sample Functions: Uniform Dimension and Hölder Conditions Nowhere
• Gaussian processes: Inequalities, small ball probabilities and applications
• Identification of filtered white noises
• Local self-similarity and the Hausdorff dimension
• Occupation densities
• On the local time of multifractional Brownian motion
• Sample function properties of multi-parameter stable processes
• Small values of Gaussian processes and functional laws of the iterated logarithm

Cited in

(1)

• On the local time of sub-fractional Brownian motion

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