Continuity of Gaussian Local Times
Cuzick, Jack
Ann. Probab., Tome 10 (1982) no. 4, p. 818-823 / Harvested from Project Euclid
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Continuity in the time parameter is considered for a natural version of the local time for stationary Gaussian processes. Bounds are given for the local and uniform modulus of continuity which are applicable in cases not covered by Kono, notably when the incremental variance is a regularly varying function of index two.
Publié le : 1982-08-14
Classification:  Local time,  Gaussian processes,  sample continuity,  nondeterminism,  60G15,  60G17,  60G10,  60G25 
@article{1176993790,
     author = {Cuzick, Jack},
     title = {Continuity of Gaussian Local Times},
     journal = {Ann. Probab.},
     volume = {10},
     number = {4},
     year = {1982},
     pages = { 818-823},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176993790}
}

Cuzick, Jack. Continuity of Gaussian Local Times. Ann. Probab., Tome 10 (1982) no. 4, pp.  818-823. http://gdmltest.u-ga.fr/item/1176993790/