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

Cited in

(52)

An update on continuous-time stochastic games of fixed duration
Local times of multifractional Brownian sheets
Lower bound for local oscillations of Hermite processes
Approximation of fractional local times: zero energy and derivatives
Linear multifractional stable sheets in the broad sense: existence and joint continuity of local times
Local times and supermartingales
Moving average multifractional processes with random exponent: lower bounds for local oscillations
The local growth of a random field
Occupation densities for stochastic integral processes in the second Wiener chaos
Nonincrease Almost Everywhere of Certain Measurable Functions with Applications to Stochastic Processes
Capacity of level sets of certain stochastic processes
Variability of paths and differential equations with \(\mathrm{BV}\)-coefficients
2-microlocal analysis of martingales and stochastic integrals
On a family of complex-valued stochastic processes
Stetigkeitseigenschaften stochastischer Prozesse mit Parameter aus einem pseudometrischen Raum
Local nondeterminism and local times of Gaussian processes
Gaussian Sample Functions: Uniform Dimension and Hölder Conditions Nowhere
On local times of self-similar random fields
A Note on the Continuity of Local Times
A class of asymptotically self-similar stable processes with stationary increments
Real harmonizable multifractional stable process and its local properties
On a problem posed by Orey and Pruitt related to the range of the N-parameter wiener process in R d
On the approximate local growth of multidimensional random fields
The asymptotic behaviour of local times and occupation integrals of the \(N\)-parameter Wiener process in \(\mathbb{R}^ d\)
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
A remark on nowhere differentiability of sample functions of Gaussian processes
Local nondeterminism and local times of the stochastic wave equation driven by fractional-colored noise
On the local time of sub-fractional Brownian motion
Approximation of the fractional Brownian sheetVIAOrnstein-Uhlenbeck sheet
Iterated logarithm law for local times for a class of Gaussian processes
Eine Klasse nirgends differenzierbarer stochastischer Prozesse mit stationären Gaussschen Zuwächsen
Joint continuity of the local times of Markov processes
Some remarks on the Hausdorff dimension of a multiple point set of random fields with continuous sample paths
scientific article; zbMATH DE number 3459684 (Why is no real title available?)
Properties of local-nondeterminism of Gaussian and stable random fields and their applications
Nowhere differentiable functions constructed from probabilistic point of view
On the Hausdorff dimension of a set of multiple points for some stable random fields
Hölder conditions for the local times of certain Gaussian processes with stationary increments
Weak solutions for stochastic differential equations with additive fractional noise
Resolvent stochastic processes
Stable Convergence of Certain Functionals of Diffusions Driven by fBm
Local time for stable moving average processes: Hölder conditions
Approximation of a Wiener process local time by functionals of random walks
Limit theorems for additive functionals of the fractional Brownian motion
Gaussian processes with biconvex covariances
Local times for two-parameter Levy processes
Local time and related sample paths of filtered white noises
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
Local Hölder regularity for set-indexed processes

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