On moduli of continuity for local times of Gaussian processes

Miklós Csörgo, Zheng-Yan Lin and Qi-Man Shao

Stochastic Processes and their Applications, 1995, vol. 58, issue 1, 1-21

Abstract: 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.

Keywords: Local; times; Moduli; of; continuity; Gaussian; processes; Brownian; motion; Path; properties (search for similar items in EconPapers)
Date: 1995
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Citations: View citations in EconPapers (8)

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