Local nondeterminism for moving average stable processes (Q1210499)
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scientific article; zbMATH DE number 179494
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local nondeterminism for moving average stable processes |
scientific article; zbMATH DE number 179494 |
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Local nondeterminism for moving average stable processes (English)
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5 January 1994
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The author improves on the results obtained by \textit{J. P. Nolan} [Probab. Theory Relat. Fields 82, No. 3, 387-410 (1989; Zbl 0659.60106)] for the existence of a jointly continuous version of the local time of a symmetric \(\alpha\)-stable moving average process using the notion of local nondeterminism introduced by \textit{S. M. Berman} [Indiana Univ. Math. J. 23, 69-94 (1973; Zbl 0264.60024)].
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moving average process
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notion of local nondeterminism
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