Local Hölder conditions for the local times of certain stationary Gaussian processes
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Publication:1227404
DOI10.1214/aop/1176996134zbMath0331.60028OpenAlexW2109175638MaRDI QIDQ1227404
Publication date: 1976
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176996134
Gaussian processes (60G15) Stopping times; optimal stopping problems; gambling theory (60G40) Sample path properties (60G17) Prediction theory (aspects of stochastic processes) (60G25)
Related Items (8)
On moduli of continuity for local times of Gaussian processes ⋮ Hölder conditions for the local times of certain Gaussian processes with stationary increments ⋮ The exact Hausdorff measure of the zero set of fractional Brownian motion ⋮ Sample path properties of the local time of multifractional Brownian motion ⋮ Inverse local times of fractional Brownian motion ⋮ Smoothness of Gaussian local times beyond the local nondeterminism ⋮ On moduli of continuity for local times of fractional stable processes ⋮ The exact Hausdorff measure function of the level sets of multi-parameter symmetric stable process
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