Existence and smoothness of local time and self-intersection local time for spherical Gaussian random fields
From MaRDI portal
Publication:6058430
DOI10.1007/s11464-021-0087-6zbMath1523.60062MaRDI QIDQ6058430
Publication date: 1 November 2023
Published in: Frontiers of Mathematics (Search for Journal in Brave)
Gaussian processes (60G15) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
Cites Work
- Unnamed Item
- Unnamed Item
- Excursion probability of Gaussian random fields on sphere
- Remarks on the intersection local time of fractional Brownian motions
- Regularity of intersection local times of fractional Brownian motions
- Isotropic Gaussian random fields on the sphere: regularity, fast simulation and stochastic partial differential equations
- The intersection local time of fractional Brownian motion in the plane
- Occupation densities
- Quantum probability for probabilists
- A remark on non-smoothness of the self-intersection local time of planar Brownian motion
- Self-intersection local time of fractional Brownian motions -- via chaos expansion
- Strong local nondeterminism and exact modulus of continuity for spherical Gaussian fields
- Self-intersection local time: critical exponent, large deviations, and laws of the iterated logarithm
- Hölder continuity and occupation-time formulas for fBm self-intersection local time and its derivative
- Smoothness of local times and self-intersection local times of Gaussian random fields
- Positive definite functions on spheres
- Random Fields on the Sphere
- The Malliavin Calculus and Related Topics
- CHAOS EXPANSION OF LOCAL TIME OF FRACTIONAL BROWNIAN MOTIONS
- Local times of self-intersection for multidimensional Brownian motion
- Recent Developments on Fractal Properties of Gaussian Random Fields
This page was built for publication: Existence and smoothness of local time and self-intersection local time for spherical Gaussian random fields
