On moduli of continuity for local times of Gaussian processes
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.
Year of publication: |
1995
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Authors: | Csörgo, Miklós ; Lin, Zheng-Yan ; Shao, Qi-Man |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 58.1995, 1, p. 1-21
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Publisher: |
Elsevier |
Keywords: | Local times Moduli of continuity Gaussian processes Brownian motion Path properties |
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