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
Link To Document :
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