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
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