Iterated logarithm law for local times for a class of Gaussian processes

DOI10.1007/BF01139954zbMath0561.60078OpenAlexW2073384340MaRDI QIDQ2266529

F. S. Nasyrov

Publication date: 1984

Published in: Mathematical Notes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01139954

zbMATH Keywords

law of iterated logarithmlocal time of a Wiener process

Mathematics Subject Classification ID

Gaussian processes (60G15) Strong limit theorems (60F15) Local time and additive functionals (60J55) Markov processes (60J99)

Cites Work

• Hölder conditions for the local times of certain Gaussian processes with stationary increments
• Occupation densities
• Tail probabilities for positive random variables satisfying some moment conditions
• An iterated logarithm law for local time
• Sur un mode de croissance régulière. Théorèmes fondamentaux
• Gaussian Processes with Stationary Increments: Local Times and Sample Function Properties