On moduli of continuity for local times of Gaussian processes
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Publication:1899252
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)
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
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