Local Times and Sample Function Properties of Stationary Gaussian Processes
From MaRDI portal
Publication:5576579
Cites work
- scientific article; zbMATH DE number 3143188 (Why is no real title available?)
- scientific article; zbMATH DE number 3035426 (Why is no real title available?)
- scientific article; zbMATH DE number 3085434 (Why is no real title available?)
- scientific article; zbMATH DE number 3103824 (Why is no real title available?)
- A property of Brownian motion paths
- Differentiability of Sample Functions in Gaussian Processes
- Local times for a class of Markoff processes
- The Expected Number of Zeros of a Stationary Gaussian Process
Cited in
(73)- \(C^{\infty}\)-regularization of ODEs perturbed by noise
- Approximation of occupation time functionals
- A new proof on the distribution of the local time of a Wiener process
- On limit theorems of some extensions of fractional Brownian motion and their additive functionals
- Local times and supermartingales
- Occupation densities for stochastic integral processes in the second Wiener chaos
- Asymptotic proportion of arbitrage points in fractional binary markets
- Variability of paths and differential equations with \(\mathrm{BV}\)-coefficients
- scientific article; zbMATH DE number 3444539 (Why is no real title available?)
- The exact Hausdorff measure of the zero set of fractional Brownian motion
- On a family of complex-valued stochastic processes
- Weak convergence in L^p(0,1) of the uniform empirical process under dependence
- Wiener integrals with respect to the Hermite random field and applications to the wave equation
- Some properties of the solution to fractional heat equation with a fractional Brownian noise
- Local nondeterminism and local times of Gaussian processes
- The local time of the fractional Ornstein-Uhlenbeck process
- Local times for systems of non-linear stochastic heat equations
- On the local time of Gaussian and Lévy processes
- Spectral conditions for local nondeterminism
- Tanaka formula for strictly stable processes
- Properties of trajectories of a multifractional Rosenblatt process
- A Note on the Continuity of Local Times
- Sample path properties of the local time of multifractional Brownian motion
- On a problem posed by Orey and Pruitt related to the range of the N-parameter wiener process in R d
- On the local times of fractional Ornstein-Uhlenbeck process
- Local time of additive Levy process
- A new kind of tightness of probability measures, and its applications to integral functionals of stochastic processes
- The self-intersections of a Gaussian random field
- Quasi-everywhere properties of Brownian level sets and multiple points
- Asymptotics for the local time of a strongly dependent vector-valued Gaussian random field
- Continuity in law with respect to the Hurst parameter of the local time of the fractional Brownian motion
- Sobolev regularity of occupation measures and paths, variability and compositions
- Harmonic Analysis of Local Times and Sample Functions of Gaussian Processes
- On the existence and regularity of local times
- Local nondeterminism and local times of the stochastic wave equation driven by fractional-colored noise
- On the local time of sub-fractional Brownian motion
- A borderline Gaussian random Fourier series for the sample convergence in variation
- Local times for functions and Gaussian processes
- Joint continuity of the local times of Markov processes
- Approximation of local times of Gaussian surfaces
- Local time and Tanaka formula for a Volterra-type multifractional Gaussian process
- Properties of local-nondeterminism of Gaussian and stable random fields and their applications
- Nowhere differentiable functions constructed from probabilistic point of view
- Sojourn time dimensions of fractional Brownian motion
- An Analog of Local Time of Complex Brownian Motion Process
- Resolvent stochastic processes
- Joint continuity of the local times of fractional Brownian sheets
- Occupation times of Gaussian stationary processes
- On local fluctuations of stable moving average processes
- scientific article; zbMATH DE number 3690375 (Why is no real title available?)
- On the existence and the Hölder regularity of the local time of the Brownian bridge
- Large deviations for functionals of some self-similar Gaussian processes
- On moduli of continuity for local times of Gaussian processes
- Local time for stable moving average processes: Hölder conditions
- Approximation of a Wiener process local time by functionals of random walks
- Sample function properties of multi-parameter stable processes
- Local Time and Local Reflection of the Wiener Process
- On the linear fractional self-attracting diffusion
- On tail probability of local times of Gaussian processes
- The local time of the Markov processes of Ornstein-Uhlenbeck type
- On the existence of local times: A geometric study
- Some theorems on Feller processes: transience, local times and ultracontractivity
- The zero set of fractional Brownian motion is a Salem set
- Local times for two-parameter Levy processes
- A functional limit theorem for the integrals over level sets of a Gaussian random field
- Large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes
- Fractal dimensions of the Rosenblatt process
- An extension of sub-fractional Brownian motion
- scientific article; zbMATH DE number 3816740 (Why is no real title available?)
- Local times of stochastic processes with positive definite bivariate densities
- Optimal estimation of the local time and the occupation time measure for an \(\alpha\)-stable Lévy process
- Multiple images of stochastic processes
- Generalized fractional Brownian motion
This page was built for publication: Local Times and Sample Function Properties of Stationary Gaussian Processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5576579)