Local time and related sample paths of filtered white noises
Guerbaz, Raby
Annales mathématiques Blaise Pascal, Tome 14 (2007), p. 77-91 / Harvested from Numdam
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We study the existence and the regularity of the local time of filtered white noises X={X(t),t∈[0,1]}. We will also give Chung’s form of the law of iterated logarithm for X, this shows that the result on the Hölder regularity, with respect to time, of the local time is sharp.

Publié le : 2007-01-01
DOI : https://doi.org/10.5802/ambp.228
Classification:  60G15,  60G17 
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     author = {Guerbaz, Raby},
     title = {Local time and related sample paths of filtered white noises},
     journal = {Annales math\'ematiques Blaise Pascal},
     volume = {14},
     year = {2007},
     pages = {77-91},
     doi = {10.5802/ambp.228},
     zbl = {1144.60029},
     mrnumber = {2298805},
     language = {en},
     url = {http://dml.mathdoc.fr/item/AMBP_2007__14_1_77_0}
}

Guerbaz, Raby. Local time and related sample paths of filtered white noises. Annales mathématiques Blaise Pascal, Tome 14 (2007) pp. 77-91. doi : 10.5802/ambp.228. http://gdmltest.u-ga.fr/item/AMBP_2007__14_1_77_0/

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