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Volumn 2, Issue 3, 1996, Pages 257-270

Almost sure oscillation of certain random processes

Author keywords

Crossings of a level; Gaussian processes; Martingales; Occupation measure; Stable processes

Indexed keywords


EID: 0009145636     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/bj/1178291722     Document Type: Article
Times cited : (21)

References (10)
  • 2
    • 0000846893 scopus 로고
    • Approximation des trajectoires et temps local des diffusions
    • Azais, J.-M. (1989) Approximation des trajectoires et temps local des diffusions. Ann. Inst. H. Poincaré, Probab. Statist, 25, 175-194.
    • (1989) Ann. Inst. H. Poincaré, Probab. Statist , vol.25 , pp. 175-194
    • Azais, J.-M.1
  • 3
    • 0002162422 scopus 로고
    • Conditions for convergence of number of crossings to the local time. Application to stable processes with independent increments and to Gaussian processes
    • Azais, J.-M. (1990) Conditions for convergence of number of crossings to the local time. Application to stable processes with independent increments and to Gaussian processes. Probab. Math. Statist., 11, 19-36.
    • (1990) Probab. Math. Statist. , vol.11 , pp. 19-36
    • Azais, J.-M.1
  • 4
    • 21144474394 scopus 로고
    • Approximation du temps local des surfaces gaussiennes
    • Berzin, C. and Wschebor, M. (1993) Approximation du temps local des surfaces gaussiennes. Probab. Theory Related Fields, 96, 1-32.
    • (1993) Probab. Theory Related Fields , vol.96 , pp. 1-32
    • Berzin, C.1    Wschebor, M.2
  • 5
    • 0002485879 scopus 로고
    • Sample functions of the Gaussian process
    • Dudley, R.M. (1973) Sample functions of the Gaussian process. Ann. Probab., 1, 66-103.
    • (1973) Ann. Probab. , vol.1 , pp. 66-103
    • Dudley, R.M.1
  • 7
    • 0002722574 scopus 로고
    • Integration par parties dans ľespace de Wiener et approximation du temps local
    • Nualart, D. and Wschebor, M. (1991) Integration par parties dans ľespace de Wiener et approximation du temps local. Probab. Theory Related Fields, 90, 83-109.
    • (1991) Probab. Theory Related Fields , vol.90 , pp. 83-109
    • Nualart, D.1    Wschebor, M.2
  • 10
    • 0010014844 scopus 로고
    • Sur les accroissements du processus de Wiener
    • Wschebor, M. (1992) Sur les accroissements du processus de Wiener. C.R. Acad. Sci. Paris (1), 315, 1293-1296
    • (1992) C.R. Acad. Sci. Paris , vol.315 , Issue.1 , pp. 1293-1296
    • Wschebor, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.