A Note on the Continuity of Local Times

DOI10.2307/2041214zbMATH Open0349.60035OpenAlexW4255606893MaRDI QIDQ4119880FDOQ4119880

Authors: Donald Geman 

Publication date: 1976

Full work available at URL: https://doi.org/10.2307/2041214

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Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17) Differentiation (real functions of one variable): general theory, generalized derivatives, mean value theorems (26A24)

Cites Work

• Theory of the integral. English translation by L. C. Young. With two additional notes by Stefan Banach
• Gaussian Processes with Stationary Increments: Local Times and Sample Function Properties
• Local Times and Sample Function Properties of Stationary Gaussian Processes
• Harmonic Analysis of Local Times and Sample Functions of Gaussian Processes
• Gaussian sample functions and the Hausdorff dimension of level crossings
• Local times and supermartingales

Cited In (21)

• Title not available (Why is that?)
• Title not available (Why is that?)
• The local growth of a random field
• Nonincrease Almost Everywhere of Certain Measurable Functions with Applications to Stochastic Processes
• On continuous local times for functions and random processes. II
• On continuous local times for functions and stochastic processes
• Continuity of local times for L�vy processes
• Title not available (Why is that?)
• Local time for processes indexed by a partially ordered set
• Title not available (Why is that?)
• On the approximate local growth of multidimensional random fields
• Smoothness of Gaussian local times beyond the local nondeterminism
• Universality for persistence exponents of local times of self-similar processes with stationary increments
• Joint continuity of the local times of Markov processes
• Nowhere differentiable functions constructed from probabilistic point of view
• Une propriété de continuité du temps local
• On local fluctuations of stable moving average processes
• Local times for two-parameter Levy processes
• Continuity of local time: an applied perspective
• Title not available (Why is that?)
• Title not available (Why is that?)

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