Academic Editor: Youssef EL FOUTAYENI
Received |
Accepted |
Published |
28 January 2020 |
12 February 2020 |
10 March 2020 |
Abstract: Using the property of Moderated local nondeterminism, we investigate the problem of tail probability for the local times of processes with are subordinated to Gaussian processes. Under mild regularity conditions on the subordination function, we prove that the order of infinitesimal depends only on the conditional variance of the Gaussian process. The laws of iterated logarithmes of local times are deduced for the special cases of fractional Brownian motion and Riemann Liouville fBm.