Local time and related sample paths of filtered white noises

摘要

We study the existence and the regularity of the local time of filtered white noises $X=lbrace X(t), tin [0,1]brace $. We will also give Chung’s form of the law of iterated logarithm for $X$, this shows that the result on the H?lder regularity, with respect to time, of the local time is sharp.