Approximation du temps local des processus gaussiens stationnaires par régularisation des trajectoires. (Approximation of local times of stationary Gaussian processes by regularization of trajectories)

DOI10.1007/BF00390279zbMath0608.60034OpenAlexW2044951838MaRDI QIDQ1085881

Jean-Marc Azaïs, D. Florens-Zmirou

Publication date: 1987

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00390279

zbMATH Keywords

continuous local timestationary non differentiable Gaussian process

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10)

Related Items (5)

Approximation of local times of Gaussian surfaces ⋮ On moduli of continuity for local times of Gaussian processes ⋮ Statistics on crossings of discretized diffusions and local time ⋮ Smoothing and occupation measures of stochastic processes ⋮ Integration par parties dans l'espace de Wiener et approximation du temps local. (Integration by parts in the Wiener space and approximation of local time)

Cites Work

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• Surfaces aléatoires. Mesure géométrique des ensembles de niveau
• On the average number of real roots of a random algebraic equation

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