On tail probability of local times of Gaussian processes

Stochastic Processes and their Applications

Volumn 82, Issue 1, 1999, Pages 15-21

  Kasahara, Y ^a   Kono N ^b   Ogawa, T ^a  

^a OCHANOMIZU UNIVERSITY   (Japan)

^b KYOTO UNIVERSITY   (Japan)

Author keywords

Fractional Brownian motion; Gaussian processes; Local time; Moments; Occupation times; Tail probability; Tauberian theorem

Indexed keywords

EID: 0041191080     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(99)00011-3     Document Type: Article

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