| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1156959 | Stochastic Processes and their Applications | 2009 | 14 Pages |
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
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Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Brahim Boufoussi, Raby Guerbaz,