Total variation of Gaussian processes and local times of associated Levy processes

Title: Total variation of Gaussian processes and local times of associated Levy processes
Identifier: d_2009_2013:452ec8079416:10075
identifier: 10123
Creator: Lovell, Jonathan R.,
Contributor: Michael B. Marcus
Date: 2009
Language: English
Publisher: City University of New York.
Subject: Mathematics | Gaussian Processes | Levy Processes | Local Times
Abstract: Results of Taylor and Marcus and Rosen on the total variation of Gaussian processes and local times of associated symmetric stable processes are extended to a large class of symmetric Levy processes. In this extension, the increments variance sigma2(h) of the Gaussian process is generalized to a regularly varying function with index 0 < alpha < 2. The total variation function ϕ(·) is generalized to 4x=r -1x2log +log1/x . where sh=b hrh =bhha exp1h eu udu. where 0 < alpha < 1, limh →0beta(h) = 1 and limu →0 epsilon(u) = 0.
Type: dissertation
Source: 2009_2013.csv
degree: Ph.D.
Program: Mathematics

Media: Total variation of Gaussian processes and local times of associated Levy processes