On moduli of continuity for local times of Gaussian processes

DOI10.1016/0304-4149(94)00012-IzbMath0834.60088MaRDI QIDQ1899252

Zheng Yan Lin, Miklós Csörgő, Qui-Man Shao

Publication date: 14 November 1995

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

local timesstationary Gaussian processessample path properties

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Sample path properties (60G17) Local time and additive functionals (60J55)

Related Items (17)

On tail probability of local times of Gaussian processes ⋮ Properties of Strong Local Nondeterminism and Local Times of Stable Random Fields ⋮ Random rewards, fractional Brownian local times and stable self-similar processes ⋮ Some path properties of generalized Lévy sheet ⋮ A limit theorem for occupation times of fractional Brownian motion ⋮ On the local time of sub-fractional Brownian motion ⋮ Increments and sample path properties of Gaussian processes ⋮ Properties of local-nondeterminism of Gaussian and stable random fields and their applications ⋮ Sample path properties of the local time of multifractional Brownian motion ⋮ Some results on fractional Brownian sheets and their local times ⋮ The self-intersections of a Gaussian random field ⋮ Smoothness of Gaussian local times beyond the local nondeterminism ⋮ Isolated singularities in the heat equation behaving like fractional Brownian motions ⋮ Probabilistic approach to the heat equation with a dynamic Hardy-type potential ⋮ Moduli of continuity for \(l^{\infty}\)-values Gaussian random fields ⋮ On moduli of continuity for local times of fractional stable processes ⋮ On the local time of multifractional Brownian motion

Cites Work

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• Some limit theorems for sojourn times of strongly dependent Gaussian processes
• Sample function properties of multi-parameter stable processes
• Local Times and Sample Function Properties of Stationary Gaussian Processes
• A lower lipschitz condition for the stable subordinator
• Gaussian Sample Functions: Uniform Dimension and Hölder Conditions Nowhere
• Bounds for Determinants with Dominant Principal Diagonal

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