Research Communication | Open Access
Volume 2020 | Communication ID 136 |

Tail probability for local times of Subordinated-Gaussian processes

Raby Guerbaz, Khalid Chokri
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.