• Title of article

    Smoothness of Gaussian local times beyond the local nondeterminism

  • Author/Authors

    Boufoussi، نويسنده , , Brahim and Guerbaz، نويسنده , , Raby، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2009
  • Pages
    14
  • From page
    1001
  • To page
    1014
  • Abstract
    The joint continuity of Gaussian local times is investigated under conditions strictly weaker than the local nondeterminism. Our conditions are given in terms of the interpolation variances only and they cover the class of Gaussian Markov processes. A new order of infinitesimal in the tail probability of the local time at the origin is obtained.
  • Keywords
    Local nondeterminism , local times , Gaussian processes
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2009
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1578092