Smoothness of Gaussian local times beyond the local nondeterminism
type: Item
instance of: scholarly article
title: Smoothness of Gaussian local times beyond the local nondeterminism
zbMATH Open document ID: 1159.60322
author: Brahim Boufoussi
author: Raby Guerbaz
published in: Stochastic Processes and their Applications
publication date: 2009-04-02T00:00:00Z
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60G17
Mathematics Subject Classification ID: 60J55
zbMATH DE Number: 5539236
zbMATH Keywords: Gaussian processes
zbMATH Keywords: local nondeterminism
zbMATH Keywords: local times
MaRDI profile type: Publication
full work available at URL: j.spa.2008.04.006
OpenAlex ID: W2086729977
cites work: Q5680823
cites work: Sample path properties of the local time of multifractional Brownian motion
cites work: On moduli of continuity for local times of Gaussian processes
cites work: Continuity of Gaussian local times
cites work: Joint continuity of Gaussian local times
cites work: Local Hölder conditions for the local times of certain stationary Gaussian processes
cites work: Occupation densities
cites work: A local time analysis of intersections of Brownian paths in the plane
cites work: On tail probability of local times of Gaussian processes
cites work: Hölder conditions for the local times of certain Gaussian processes with stationary increments
cites work: Hölder conditions for the local times and the Hausdorff measure of the level sets of Gaussian random fields
cites work: Q5327206
DOI: 10.1016/J.SPA.2008.04.006
description: scientific article; zbMATH DE number 5539236