Local times for stochastic processes which are subordinate to Gaussian processes

Simeon M. Berman

Journal of Multivariate Analysis, 1982, vol. 12, issue 3, 317-334

Abstract: Let X and Y be random vectors of the same dimension such that Y has a normal distribution with mean vector O and covariance matrix R. Let g(x), x>=0, be a bounded nonincreasing function. X is said to be g-subordinate to Y if Eeiu'X

Keywords: Local; times; subordinate; process; Gaussian; process; local; nondeterminism; random; series (search for similar items in EconPapers)
Date: 1982
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