On the local times for Gaussian integrators
O. L. IzyumtsevaTheory of Stochastic Processes
Vol.19 (35), no.1, 2014, pp.11-25
For the Gaussian integrators with values in R and R^2 the properties of the local time is investigated in terms of the operator which determines the geometry of covariance function. The explicit formula for the modulus of continuity of Gaussian integrators is obtained.