Local nondeterminism and local times of Gaussian processes

DOI10.1090/S0002-9904-1973-13225-2zbMath0259.60016MaRDI QIDQ5674733

Simeon M. Berman

Publication date: 1973

Published in: Bulletin of the American Mathematical Society (Search for Journal in Brave)

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Sample path properties (60G17) Prediction theory (aspects of stochastic processes) (60G25)

Related Items

CHAOS EXPANSION OF LOCAL TIME OF FRACTIONAL BROWNIAN MOTIONS, Sobolev regularity of occupation measures and paths, variability and compositions, Regularity of local times associated with Volterra-Lévy processes and path-wise regularization of stochastic differential equations, Variability of paths and differential equations with \(\mathrm{BV}\)-coefficients, Renormalized self-intersection local time for fractional Brownian motion, The maximum rate of convergence for the approximation of the fractional Lévy area at a single point, Local times for continuous paths of arbitrary regularity

Cites Work

• Local Times and Sample Function Properties of Stationary Gaussian Processes
• Harmonic Analysis of Local Times and Sample Functions of Gaussian Processes
• Gaussian Processes with Stationary Increments: Local Times and Sample Function Properties
• Gaussian Sample Functions: Uniform Dimension and Hölder Conditions Nowhere