We study the existence and the regularity of the local time of filtered white noises . We will also give Chung’s form of the law of iterated logarithm for , this shows that the result on the Hölder regularity, with respect to time, of the local time is sharp.
Mots-clés : Local time, Local nondeterminism, Chung’s type law of iterated logarithm, Filtered white noises.
@article{AMBP_2007__14_1_77_0, author = {Guerbaz, Raby}, title = {Local time and related sample paths of filtered white noises}, journal = {Annales math\'ematiques Blaise Pascal}, pages = {77--91}, publisher = {Annales math\'ematiques Blaise Pascal}, volume = {14}, number = {1}, year = {2007}, doi = {10.5802/ambp.228}, zbl = {1144.60029}, mrnumber = {2298805}, language = {en}, url = {http://www.numdam.org/articles/10.5802/ambp.228/} }
TY - JOUR AU - Guerbaz, Raby TI - Local time and related sample paths of filtered white noises JO - Annales mathématiques Blaise Pascal PY - 2007 SP - 77 EP - 91 VL - 14 IS - 1 PB - Annales mathématiques Blaise Pascal UR - http://www.numdam.org/articles/10.5802/ambp.228/ DO - 10.5802/ambp.228 LA - en ID - AMBP_2007__14_1_77_0 ER -
%0 Journal Article %A Guerbaz, Raby %T Local time and related sample paths of filtered white noises %J Annales mathématiques Blaise Pascal %D 2007 %P 77-91 %V 14 %N 1 %I Annales mathématiques Blaise Pascal %U http://www.numdam.org/articles/10.5802/ambp.228/ %R 10.5802/ambp.228 %G en %F AMBP_2007__14_1_77_0
Guerbaz, Raby. Local time and related sample paths of filtered white noises. Annales mathématiques Blaise Pascal, Tome 14 (2007) no. 1, pp. 77-91. doi : 10.5802/ambp.228. http://www.numdam.org/articles/10.5802/ambp.228/
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