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Conditions for convergence of number of crossings to the local time
Conditions convergence of number the local time
2009/9/23
Conditions for convergence of number of crossings to the local time。
Level crossing and local time for regularized Gaussian processes
Level crossing local time regularized Gaussian processes
2009/9/22
Let (X,,t~ [0, 11) be a oentred stationary Gaussian
process defined on (D,A , P) with covariance function satisfying
Define the regularized process
X' = cp, * X and YE = Xc/oe, where CT~ = var Xf ,...
On the local time of multiparameter symmmetric stable processes.Regularity and limit theorem in Besov spaces
LocaI time symmetric stable process rnultiparameter process anisotropic Besov space
2009/9/21
Let X = (X,,Z E TN = [0, 1IN)b e a symmetric a-stable
process, 1 < a < 2. Based on a Kolmogorov type continuity theorem
we show Holder conditions in I?-norms for the local time of X with
respect to...
Brownian Excursion Conditioned on Its Local Time
Brownian excursion continuum random tree Kingman's coalescent local time
2009/5/8
For a function $ell$ satisfying suitable integrability (but not continuity) requirements, we construct a process $(B^ell_u, 0 leq u leq 1)$ interpretable as Brownian excursion conditioned to have loca...