Erraticism, local times and local nondeterminism

Multifractional Stochastic Fields ◽

10.1142/9789814525664_0002 ◽

2018 ◽

pp. 53-82

Keyword(s):

Local Times ◽

Local Nondeterminism

Download Full-text

Local nondeterminism and local times of Gaussian processes

Bulletin of the American Mathematical Society ◽

10.1090/s0002-9904-1973-13225-2 ◽

1973 ◽

Vol 79 (2) ◽

pp. 475-478 ◽

Author(s):

Simeon M. Berman

Keyword(s):

Gaussian Processes ◽

Local Times ◽

Local Nondeterminism

Download Full-text

Local nondeterminism and joint continuity of the local times for operator-scaling stable random fields

Scientia Sinica Mathematica ◽

10.1360/scm-2018-0367 ◽

2018 ◽

Vol 50 (2) ◽

pp. 301

Author(s):

Chen Zhenlong ◽

Ni Wenqing

Keyword(s):

Random Fields ◽

Local Times ◽

Joint Continuity ◽

Stable Random Fields ◽

Local Nondeterminism

Download Full-text

Properties of Strong Local Nondeterminism and Local Times of Stable Random Fields

Seminar on Stochastic Analysis, Random Fields and Applications VI ◽

10.1007/978-3-0348-0021-1_18 ◽

2011 ◽

pp. 279-308 ◽

Author(s):

Yimin Xiao

Keyword(s):

Random Fields ◽

Local Times ◽

Stable Random Fields ◽

Local Nondeterminism

Download Full-text

Smoothness of Gaussian local times beyond the local nondeterminism

Stochastic Processes and their Applications ◽

10.1016/j.spa.2008.04.006 ◽

2009 ◽

Vol 119 (3) ◽

pp. 1001-1014

Author(s):

Brahim Boufoussi ◽

Raby Guerbaz

Keyword(s):

Local Times ◽

Local Nondeterminism

Download Full-text

Multiparameter multifractional Brownian motion: Local nondeterminism and joint continuity of the local times

Annales de l Institut Henri Poincaré Probabilités et Statistiques ◽

10.1214/10-aihp408 ◽

2011 ◽

Vol 47 (4) ◽

pp. 1029-1054 ◽

Author(s):

Antoine Ayache ◽

Narn-Rueih Shieh ◽

Yimin Xiao

Keyword(s):

Brownian Motion ◽

Local Times ◽

Joint Continuity ◽

Multifractional Brownian Motion ◽

Local Nondeterminism

Download Full-text

Harmonizable fractional stable fields: Local nondeterminism and joint continuity of the local times

Stochastic Processes and their Applications ◽

10.1016/j.spa.2015.08.001 ◽

2016 ◽

Vol 126 (1) ◽

pp. 171-185 ◽

Author(s):

Antoine Ayache ◽

Yimin Xiao

Keyword(s):

Local Times ◽

Joint Continuity ◽

Local Nondeterminism

Download Full-text

Local nondeterminism and local times for stable processes

Probability Theory and Related Fields ◽

10.1007/bf00339994 ◽

1989 ◽

Vol 82 (3) ◽

pp. 387-410 ◽

Author(s):

John P. Nolan

Keyword(s):

Local Times ◽

Stable Processes ◽

Local Nondeterminism

Download Full-text

Local Nondeterminism and Local Times of Gaussian Processes

Indiana University Mathematics Journal ◽

10.1512/iumj.1974.23.23006 ◽

1973 ◽

Vol 23 (1) ◽

pp. 69-94 ◽

Author(s):

Simeon Berman

Keyword(s):

Gaussian Processes ◽

Local Times ◽

Local Nondeterminism

Download Full-text

Markov Processes, Gaussian Processes, and Local Times

10.1017/cbo9780511617997 ◽

2006 ◽

Author(s):

Michael B. Marcus ◽

Jay Rosen

Keyword(s):

Markov Processes ◽

Gaussian Processes ◽

Download Full-text

Random walk and Brownian local times in Wiener sheets: A tribute to my almost surely most visited 75 years young best friends, Endre Csáki and Pál Révész

Periodica Mathematica Hungarica ◽

10.1007/s10998-010-3001-7 ◽

2010 ◽

Vol 61 (1-2) ◽

pp. 1-21 ◽

Author(s):

Miklós Csörgő

Keyword(s):

Random Walk ◽

Local Times ◽

Download Full-text