Local time and related sample paths of filtered white noises
Raby Guerbaz · Annales mathématiques Blaise Pascal · 2007
We study the existence and the regularity of the local time of filtered white noises X = { X ( t ) , t ∈ [ 0 , 1 ] } . 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.