A Note on the Continuity of Local Times

DOI10.2307/2041214zbMath0349.60035OpenAlexW4255606893MaRDI QIDQ4119880

Donald Geman

Publication date: 1976

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

Mathematics Subject Classification ID

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

Related Items (9)

Nowhere differentiable functions constructed from probabilistic point of view ⋮ On continuous local times for functions and stochastic processes ⋮ Universality for persistence exponents of local times of self-similar processes with stationary increments ⋮ Nonincrease Almost Everywhere of Certain Measurable Functions with Applications to Stochastic Processes ⋮ On local fluctuations of stable moving average processes ⋮ On the approximate local growth of multidimensional random fields ⋮ The local growth of a random field ⋮ On continuous local times for functions and random processes. II ⋮ Local times for two-parameter Levy processes

Cites Work

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• Local times and supermartingales
• 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
• Gaussian Processes with Stationary Increments: Local Times and Sample Function Properties

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