Local Times and Sample Function Properties of Stationary Gaussian Processes

Cites Work

Title not available (Why is that?)
Title not available (Why is that?)
Local times for a class of Markoff processes
Title not available (Why is that?)
Title not available (Why is that?)
A property of Brownian motion paths
The Expected Number of Zeros of a Stationary Gaussian Process
Differentiability of Sample Functions in Gaussian Processes

Cited In (73)

Local times and supermartingales
Variability of paths and differential equations with \(\mathrm{BV}\)-coefficients
Tanaka formula for strictly stable processes
Local time of additive Levy process
On the existence and regularity of local times
A borderline Gaussian random Fourier series for the sample convergence in variation
An Analog of Local Time of Complex Brownian Motion Process
Resolvent stochastic processes
Optimal estimation of the local time and the occupation time measure for an \(\alpha\)-stable Lévy process
Multiple images of stochastic processes
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
Approximation of a Wiener Process Local Time by Functionals of Random Walks
Occupation densities for stochastic integral processes in the second Wiener chaos
Asymptotic proportion of arbitrage points in fractional binary markets
Title not available (Why is that?)
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
Local times for systems of non-linear stochastic heat equations
Local nondeterminism and local times of Gaussian processes
Some properties of the solution to fractional heat equation with a fractional Brownian noise
On the local time of Gaussian and Lévy processes
The local time of the fractional Ornstein-Uhlenbeck process
Spectral conditions for local nondeterminism
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
A new kind of tightness of probability measures, and its applications to integral functionals of stochastic processes
On the local times of fractional Ornstein-Uhlenbeck process
The self-intersections of a Gaussian random field
Harmonic Analysis of Local Times and Sample Functions of Gaussian Processes
Asymptotics for the local time of a strongly dependent vector-valued Gaussian random field
Quasi-everywhere properties of Brownian level sets and multiple points
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
Local nondeterminism and local times of the stochastic wave equation driven by fractional-colored noise
On the local time of sub-fractional Brownian motion
Local times for functions and Gaussian processes
C∞− regularization of ODEs perturbed by noise
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
Joint continuity of the local times of fractional Brownian sheets
Title not available (Why is that?)
Large deviations for functionals of some self-similar Gaussian processes
On local fluctuations of stable moving average processes
Occupation times of Gaussian stationary processes
On the existence and the Hölder regularity of the local time of the Brownian bridge
On moduli of continuity for local times of Gaussian processes
Local Time and Local Reflection of the Wiener Process
Sample function properties of multi-parameter stable processes
Local time for stable moving average processes: Hölder conditions
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
Fractal dimensions of the Rosenblatt process
A functional limit theorem for the integrals over level sets of a Gaussian random field
The zero set of fractional Brownian motion is a Salem set
Local times for two-parameter Levy processes
Large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes
An extension of sub-fractional Brownian motion
Title not available (Why is that?)
Local times of stochastic processes with positive definite bivariate densities
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)