scientific article; zbMATH DE number 3416765

DOI10.1512/IUMJ.1973.23.23006zbMATH Open0264.60024OpenAlexW4251649493MaRDI QIDQ5680823FDOQ5680823

Publication date: 1973

Full work available at URL: https://doi.org/10.1512/iumj.1973.23.23006

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Gaussian processes (60G15) Prediction theory (aspects of stochastic processes) (60G25) Stationary stochastic processes (60G10) Sample path properties (60G17)

Cited In (only showing first 100 items - show all)

Generalized dimensions of images of measures under Gaussian processes
Approximation du temps local des processus gaussiens stationnaires par régularisation des trajectoires. (Approximation of local times of stationary Gaussian processes by regularization of trajectories)
Local times of multifractional Brownian sheets
Self-intersection local times for Gaussian processes in the plane
A uniform result for the dimension of fractional Brownian motion level sets
A new proof on the distribution of the local time of a Wiener process
Lower bound for local oscillations of Hermite processes
Weighted Local Time for Fractional Brownian Motion and Applications to Finance
Moduli of continuity of the local time of a class of sub-fractional Brownian motions
Itô formula for the two-parameter fractional Brownian motion using the extended divergence operator
Stochastic calculus with respect to fractional Brownian motion
CHAOS EXPANSION OF LOCAL TIME OF FRACTIONAL BROWNIAN MOTIONS
Stochastic integration with respect to the sub-fractional Brownian motion with
Spectral conditions for strong local nondeterminism and exact Hausdorff measure of ranges of Gaussian random fields
Smoothness of the density for solutions to Gaussian rough differential equations
Some properties of a multifractional Brownian motion
The exact Hausdorff measure of the zero set of fractional Brownian motion
Remarks on an integral functional driven by sub-fractional Brownian motion
On moduli of continuity for local times of fractional stable processes
Wiener integrals with respect to the Hermite random field and applications to the wave equation
The intersection local time of fractional Brownian motion in the plane
Skorohod integration and stochastic calculus beyond the fractional Brownian scale
Continuous Gaussian multifractional processes with random pointwise Hölder regularity
On the local time of Gaussian and Lévy processes
A wavelet characterization for the upper global Hölder index
Harmonizable fractional stable fields: local nondeterminism and joint continuity of the local times
Asymptotic theory for fractional regression models via Malliavin calculus
Self-intersection local times and collision local times of bifractional Brownian motions
Wavelets techniques for pointwise anti-Hölderian irregularity
Spectral conditions for local nondeterminism
Hölder continuity and occupation-time formulas for fBm self-intersection local time and its derivative
Sample path properties of the local time of multifractional Brownian motion
Rough linear PDE's with discontinuous coefficients -- existence of solutions via regularization by fractional Brownian motion
Small values of Gaussian processes and functional laws of the iterated logarithm
A local time approach to the self-intersections of Brownian paths in space
Real harmonizable multifractional stable process and its local properties
Local nondeterminism and the exact modulus of continuity for stochastic wave equation
Deviation probability bounds for fractional martingales and related remarks
Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index \(H\geq\frac 1 4\).
Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion
On the collision local time of fractional Brownian motions
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 nondeterminism and local times for stable processes
On the collision local time of sub-fractional Brownian motions
Fractional martingales and characterization of the fractional Brownian motion
On bifractional Brownian motion
On the local time of multifractional Brownian motion
Tanaka formula for the fractional Brownian motion.
Local times of stochastic differential equations driven by fractional Brownian motions
Pathwise integrals and Itô-Tanaka formula for Gaussian processes
Large deviations for the fractional Brownian local time
Local time and Tanaka formula for a Volterra-type multifractional Gaussian process
Strong local nondeterminism of spherical fractional Brownian motion
Properties of local-nondeterminism of Gaussian and stable random fields and their applications
Sample path properties of bifractional Brownian motion
Properties of Strong Local Nondeterminism and Local Times of Stable Random Fields
Additive functionals of the solution to fractional stochastic heat equation
Joint continuity of the local times of fractional Brownian sheets
Some sample path properties of multifractional Brownian motion
Limit theorems for additive functionals of the fractional Brownian motion
On moduli of continuity for local times of Gaussian processes
Sample function properties of multi-parameter stable processes
The local time of the Markov processes of Ornstein-Uhlenbeck type
Multiparameter multifractional Brownian motion: local nondeterminism and joint continuity of the local times
Random rewards, fractional Brownian local times and stable self-similar processes
Probabilistic models for vortex filaments based on fractional Brownian motion.
Large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes
Local time and related sample paths of filtered white noises
Integral representation of renormalized self-intersection local times
Noiseless regularisation by noise
Random walks at random times: convergence to iterated Lévy motion, fractional stable motions, and other self-similar processes
Central limit theorem for an additive functional of the fractional Brownian motion
Approximation of occupation time functionals
Fractional smoothness of derivative of self-intersection local times with respect to bi-fractional Brownian motion
On limit theorems of some extensions of fractional Brownian motion and their additive functionals
Approximation of fractional local times: zero energy and derivatives
Local times of self-intersection
Local times for stochastic processes which are subordinate to Gaussian processes
Moving average multifractional processes with random exponent: lower bounds for local oscillations
The local growth of a random field
Capacity of level sets of certain stochastic processes
How does tempering affect the local and global properties of fractional Brownian motion?
\(H\)-separable rings and their Hopf-Galois extensions
Limit theorems for functionals of two independent Gaussian processes
Local times for systems of non-linear stochastic heat equations
Some properties of the solution to fractional heat equation with a fractional Brownian noise
The local time of the fractional Ornstein-Uhlenbeck process
On Besov regularity and local time of the solution to the stochastic heat equation
The Hausdorff dimension of the level sets of a Gaussian vector field
Higher-order derivative of intersection local time for two independent fractional Brownian motions
Chung's law of the iterated logarithm for subfractional Brownian motion
On the local times of fractional Ornstein-Uhlenbeck process
Smoothness of Gaussian local times beyond the local nondeterminism
Continuity in law with respect to the Hurst parameter of the local time of the fractional Brownian motion
Ruin probability with certain stationary stable claims generated by conservative flows
Homogenization Driven by a Fractional Brownian Motion: The Shear Layer Case
On the monofractality of many stationary continuous Gaussian fields
Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes
Continuity in law of some additive functionals of bifractional Brownian motion

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