zbMATH — the first resource for mathematics

Examples
Geometry Search for the term Geometry in any field. Queries are case-independent.
Funct* Wildcard queries are specified by * (e.g. functions, functorial, etc.). Otherwise the search is exact.
"Topological group" Phrases (multi-words) should be set in "straight quotation marks".
au: Bourbaki & ti: Algebra Search for author and title. The and-operator & is default and can be omitted.
Chebyshev | Tschebyscheff The or-operator | allows to search for Chebyshev or Tschebyscheff.
"Quasi* map*" py: 1989 The resulting documents have publication year 1989.
so: Eur* J* Mat* Soc* cc: 14 Search for publications in a particular source with a Mathematics Subject Classification code (cc) in 14.
"Partial diff* eq*" ! elliptic The not-operator ! eliminates all results containing the word elliptic.
dt: b & au: Hilbert The document type is set to books; alternatively: j for journal articles, a for book articles.
py: 2000-2015 cc: (94A | 11T) Number ranges are accepted. Terms can be grouped within (parentheses).
la: chinese Find documents in a given language. ISO 639-1 language codes can also be used.

Operators
a & b logic and
a | b logic or
!ab logic not
abc* right wildcard
"ab c" phrase
(ab c) parentheses
Fields
any anywhere an internal document identifier
au author, editor ai internal author identifier
ti title la language
so source ab review, abstract
py publication year rv reviewer
cc MSC code ut uncontrolled term
dt document type (j: journal article; b: book; a: book article)
Local time and related sample paths of filtered white noises. (English) Zbl 1144.60029

The author studies the properties of the local times of the Filtered White Noise (FWN), which is a Gaussian process with representation

X(t)= a(t,λ)(e itλ -1) |λ| 1/2+H dW(λ),t[0,1],

where 0<H<1. The main result of the paper states that FWN has (a.s) jointly continuous local time L(t,x) which is Hölder continuous, with certain Hölder exponents. The approach used in the proof is based on the Berman concept of local nondeterminism, see [S. M. Berman, Ann. Math. Stat. 41, 1260–1272 (1970; Zbl 0204.50501]. Further the author proves the Chung’s law of iterated logarithm for FWN, and uses this result to find the lower bound for the moduli of continuity of the local time. See also the related papers [B. Boufoussi, M. Dozzi, R. Guerbaz, Bernoulli 13, No. 3, 849–867 (2007; Zbl 1138.60032) and Stochastics 78, No. 1, 33–49 (2006; Zbl 1124.60061)].

MSC:
60G15Gaussian processes
60G17Sample path properties