Local times and related sample path properties of certain self-similar processes

DOI10.1215/kjm/1250519339zbMath0776.60054OpenAlexW1893358921MaRDI QIDQ1261736

Narn-Rueih Shieh, Norio Kono

Publication date: 24 November 1993

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250519339

zbMATH Keywords

local timesself-similar processeslocal oscillations

Mathematics Subject Classification ID

Sample path properties (60G17) Self-similar stochastic processes (60G18)

Related Items (9)

On tail probability of local times of Gaussian processes ⋮ Properties of Strong Local Nondeterminism and Local Times of Stable Random Fields ⋮ Wavelet series representation and geometric properties of harmonizable fractional stable sheets ⋮ Joint continuity of the local times of linear fractional stable sheets ⋮ On the local time of sub-fractional Brownian motion ⋮ Harmonizable fractional stable fields: local nondeterminism and joint continuity of the local times ⋮ Properties of local-nondeterminism of Gaussian and stable random fields and their applications ⋮ Local times of linear multifractional stable sheets ⋮ On moduli of continuity for local times of fractional stable processes

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