\(p\)-variation of the local times of symmetric stable processes and of Gaussian processes with stationary increments

DOI10.1214/aop/1176989525zbMath0762.60069OpenAlexW2089072328MaRDI QIDQ1203652

Jay S. Rosen, Michael B. Marcus

Publication date: 22 February 1993

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176989525

zbMATH Keywords

local time\(p\)-variationstationary Gaussian processessymmetric stable process

Mathematics Subject Classification ID

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

Related Items (21)

On the continuity of local times of Borel right Markov processes ⋮ Tightness in Besov-Orlicz spaces: characterizations and applications ⋮ On moduli of continuity for local times of Gaussian processes ⋮ A Law of the Iterated Logarithm for Some Additive Functionals of Symmetric Stable Process Via the Strong Approximation ⋮ Rough path properties for local time of symmetric \(\alpha\) stable process ⋮ A complement to Gladyshev's theorem ⋮ Regularities and limit theorems of some additive functionals of symmetric stable process in some anisotropic Besov spaces ⋮ A tightness criterion in Besov-Orlicz spaces and applications to the problem of occupation times ⋮ On \(p\)-variation of bifractional Brownian motion ⋮ Quasi sure analysis of local times of anticipating smooth semimartingales ⋮ Uniform Hausdorff dimension result for the inverse images of stable Lévy processes ⋮ Moduli of continuity of local times of strongly symmetric Markov processes via Gaussian processes ⋮ Convergence in law for certain additive functionals of symmetric stable processes under strong topology ⋮ Two-parameter \(p,q\)-variation paths and integrations of local times ⋮ On the regularity of the local times of a class of symmetric lévy processes ⋮ First order \(p\)-variations and Besov spaces ⋮ Occupation time problems for fractional Brownian motion and some other self-similar processes ⋮ A Gladyshev theorem for trifractional Brownian motion and \(n\)-th order fractional Brownian motion ⋮ Weak convergence to fractional Brownian motion in some anisotropic Besov space ⋮ Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process ⋮ Weighted power variation of integrals with respect to a Gaussian process

This page was built for publication: \(p\)-variation of the local times of symmetric stable processes and of Gaussian processes with stationary increments