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On moduli of continuity for local times of Gaussian processes

Author

Listed:
  • Csörgo, Miklós
  • Lin, Zheng-Yan
  • Shao, Qi-Man

Abstract

We establish upper bounds for moduli of continuity of the local times of Gaussian processes with stationary increments and for those of stationary Gaussian processes.

Suggested Citation

  • Csörgo, Miklós & Lin, Zheng-Yan & Shao, Qi-Man, 1995. "On moduli of continuity for local times of Gaussian processes," Stochastic Processes and their Applications, Elsevier, vol. 58(1), pages 1-21, July.
    • Handle: RePEc:eee:spapps:v:58:y:1995:i:1:p:1-21
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    Citations

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    Cited by:

    1. Kasahara, Y. & Kosugi, N., 1997. "A limit theorem for occupation times of fractional Brownian motion," Stochastic Processes and their Applications, Elsevier, vol. 67(2), pages 161-175, May.
    2. Kasahara, Y. & Kôno, N. & Ogawa, T., 1999. "On tail probability of local times of Gaussian processes," Stochastic Processes and their Applications, Elsevier, vol. 82(1), pages 15-21, July.
    3. Boufoussi, Brahim & Guerbaz, Raby, 2009. "Smoothness of Gaussian local times beyond the local nondeterminism," Stochastic Processes and their Applications, Elsevier, vol. 119(3), pages 1001-1014, March.
    4. Zhang, Rongmao & Lin, Zhengyan, 2006. "The self-intersections of a Gaussian random field," Stochastic Processes and their Applications, Elsevier, vol. 116(9), pages 1294-1318, September.
    5. Yong-Kab Choi, 2004. "Path properties of (N;d)-Gaussian random fields," RePAd Working Paper Series lrsp-TRS393, Département des sciences administratives, UQO.
    6. Yong-Kab Choi & Hwa-Sang Sung & Kyo-Shin Hwang & Hee-Jin Moon, 2004. "On the Csorgo-Révész increments of finite dimensional Gaussian random fields," RePAd Working Paper Series lrsp-TRS395, Département des sciences administratives, UQO.
    7. Okada, Izumi & Yanagida, Eiji, 2022. "Probabilistic approach to the heat equation with a dynamic Hardy-type potential," Stochastic Processes and their Applications, Elsevier, vol. 145(C), pages 204-225.
    8. Yuji Kasahara & Namiko Ogawa, 1999. "A Note on the Local Time of Fractional Brownian Motion," Journal of Theoretical Probability, Springer, vol. 12(1), pages 207-216, January.

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