Local time and related sample paths of filtered white noises
Annales mathématiques Blaise Pascal, Volume 14 (2007) no. 1, p. 77-91

We study the existence and the regularity of the local time of filtered white noises $X=\left\{X\left(t\right),\phantom{\rule{4pt}{0ex}}t\in \left[0,1\right]\right\}$. We will also give Chung’s form of the law of iterated logarithm for $X$, this shows that the result on the Hölder regularity, with respect to time, of the local time is sharp.

DOI : https://doi.org/10.5802/ambp.228
Classification:  60G15,  60G17
Keywords: 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},
publisher = {Annales math\'ematiques Blaise Pascal},
volume = {14},
number = {1},
year = {2007},
pages = {77-91},
doi = {10.5802/ambp.228},
mrnumber = {2298805},
zbl = {1144.60029},
language = {en},
url = {http://www.numdam.org/item/AMBP_2007__14_1_77_0}
}

Guerbaz, Raby. Local time and related sample paths of filtered white noises. Annales mathématiques Blaise Pascal, Volume 14 (2007) no. 1, pp. 77-91. doi : 10.5802/ambp.228. http://www.numdam.org/item/AMBP_2007__14_1_77_0/

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