Local times and sample function properties of stationary Gaussian processes

Abstract

1. Introduction. The theory of local times of a stochastic process was conceived in the work of Paul Levy on linear Brownian motion H. Trotter proved the first major theorem for the Brownian model A survey of the theory and a bibliography are contained in the monograph of Ito and McKean [8]. Local times have apparently been studied and used for Markov processes only. In this paper, local times of another class of stochastic processes are examined-a class of stationary Gaussian processes. Extensions to other processes are also indicated.