Approximation of local times of Gaussian surfaces

DOI10.1007/BF01195880zbMath0794.60030MaRDI QIDQ1326332

Mario Wschebor, Corinne Berzin

Publication date: 28 August 1994

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

zbMATH Keywords

Gaussian processspectral measurestationary Gaussian processbehavior of the covariancedependence on the thicknessregularizations of the trajectories

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Local time and additive functionals (60J55)

Related Items (3)

Geometrical characteristics of Gaussian sea waves ⋮ Smoothing and occupation measures of stochastic processes ⋮ Estimation of local anisotropy based on level sets

Cites Work

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• 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)
• Approximation du temps local des processus gaussiens stationnaires par régularisation des trajectoires. (Approximation of local times of stationary Gaussian processes by regularization of trajectories)
• Approximation des trajectoires et temps local des diffusions. (Approximation of trajectories and local times of diffusions)
• Continuity of Gaussian local times
• Occupation densities
• Some Theorems on Stable Processes
• Joint continuity of the local times of Markov processes
• Local Times for Multiparameter Random Processes
• Local Times and Sample Function Properties of Stationary Gaussian Processes

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