\(L^p\) moduli of continuity of Gaussian processes and local times of symmetric Lévy processes
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Publication:2482281
DOI10.1214/009117907000000277zbMath1260.60156arXivmath/0607672OpenAlexW2008476812MaRDI QIDQ2482281
Michael B. Marcus, Jay S. Rosen
Publication date: 16 April 2008
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0607672
Processes with independent increments; Lévy processes (60G51) Gaussian processes (60G15) Sample path properties (60G17) Local time and additive functionals (60J55)
Related Items (8)
Optimal \(L^2\)-approximation of occupation and local times for symmetric stable processes ⋮ A functional CLT for the \(L^2\) modulus of continuity of local time ⋮ Approximation of occupation time functionals ⋮ Asymptotic expansions for functions of the increments of certain Gaussian processes ⋮ A CLT for the \(L^{2}\) modulus of continuity of Brownian local time ⋮ A Stochastic Calculus Proof of the CLT for the L 2 Modulus of Continuity of Local Time ⋮ Large deviations and Wschebor's theorems ⋮ Generalized grey Brownian motion local time: existence and weak approximation
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