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On moduli of continuity for local times of Gaussian processes

  • Published:1995-07 Issue:1 Volume:58 Page:1-21
  • ISSN:0304-4149
  • Container-title:Stochastic Processes and their Applications
  • language:en
  • Short-container-title:Stochastic Processes and their Applications

Author:

Csörgő Miklós,Lin Zheng-Yan,Shao Qi-Man

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference19 articles.

1. Approximation du temps local des processus gaussiens stationnaires par régularisation des trajectoires;Azaïs;Probab. Theory Related Fields,1988

2. Local times and sample function properties of stationary Gaussian processes;Berman;Trans. Amer. Math. Soc.,1969

3. Gaussian sample function: uniform dimension and Hölder conditions nowwhere;Berman;Nagoya Math. J.,1972

4. Local nondeterminism and local times of Gaussian processes;Berman;Indiana Univ. Math. J.,1974

5. Sojourns and Extremes of Stochastic Processes;Berman,1991

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3. Stochastic Processes and Long Range Dependence;Springer Series in Operations Research and Financial Engineering;2016

4. Appendix;Springer Series in Operations Research and Financial Engineering;2016

5. Properties of Strong Local Nondeterminism and Local Times of Stable Random Fields;Seminar on Stochastic Analysis, Random Fields and Applications VI;2011
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