Smoothness of Gaussian local times beyond the local nondeterminism

DOI10.1016/j.spa.2008.04.006zbMath1159.60322OpenAlexW2086729977MaRDI QIDQ1009678

Brahim Boufoussi, Raby Guerbaz

Publication date: 2 April 2009

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2008.04.006

zbMATH Keywords

Gaussian processeslocal timeslocal nondeterminism

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17) Local time and additive functionals (60J55)

Cites Work

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• A local time analysis of intersections of Brownian paths in the plane
• Hölder conditions for the local times of certain Gaussian processes with stationary increments
• Joint continuity of Gaussian local times
• Continuity of Gaussian local times
• Occupation densities
• Local Hölder conditions for the local times of certain stationary Gaussian processes
• Hölder conditions for the local times and the Hausdorff measure of the level sets of Gaussian random fields
• On tail probability of local times of Gaussian processes
• On moduli of continuity for local times of Gaussian processes
• Sample path properties of the local time of multifractional Brownian motion

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