On the local time of Gaussian and Lévy processes

DOI10.1515/rose-2023-2017zbMath1525.60046OpenAlexW4377245700MaRDI QIDQ6062258

Anis Rezgui, Zineb Boudebane

Publication date: 30 November 2023

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose-2023-2017

zbMATH Keywords

Wiener processlocal timeLévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Gaussian processes (60G15) Sample path properties (60G17) Local time and additive functionals (60J55)

Cites Work

• Continuity in the Hurst index of the local times of anisotropic Gaussian random fields
• Necessary and sufficient conditions for the continuity of local time of Lévy processes
• Occupation densities
• Local times and related properties of multidimensional iterated Brownian motion
• Chaos expansions and local times
• Local times of additive Lévy processes.
• Markov Processes, Gaussian Processes, and Local Times
• Local Times and Sample Function Properties of Stationary Gaussian Processes
• Brownian Motion
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