The modulator of the local time

DOI10.1002/CPA.3160410108zbMATH Open0644.60079OpenAlexW2015118603MaRDI QIDQ3787243FDOQ3787243

Authors: Simeon M. Berman 

Publication date: 1988

Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cpa.3160410108

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zbMATH Keywords

local timeirregularity propertiesbehavior of sample paths of a Gaussian process

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17) Local time and additive functionals (60J55)

Cites Work

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Cited In (3)

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• Local time, coupling and the passport option
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