Local times of multifractional Brownian sheets (Q1002554): Difference between revisions

Let \(H(t)= (H_1(t),\dots, H_N(t))\) be a function from \(\mathbb{R}^N_+\) to \((0,1)^N\). A real-valued multifractional Brownian sheet with functional Hurst index \(H(t)\) is defined as follows: \[ B^{H(t)}_0(t)= \int_{\mathbb{R}^N}\;\prod^N_{l=1} [(t_l- u_l)^{H_l(t)- 1/2}_+- (- u_l)^{H_l(t)- 1/2}_+] W(du), \] where \(W\) is a standard real-valued Brownian sheet, while a \((N,d)\)-multifractional Brownian sheet is a Gaussian random field of the form \[ B^{H(t)}= B^{H(t)}_1(t),\dots, B^{H(t)}_d(t)), \] where \(B^{H(t)}_1(t),\dots, B^{H(t)}_d(t)\) are independent copies of \(B^{H(t)}_0(t)\). The authors prove, under some regularity assumptions on the Hurst parameter, the existence, joint continuity and Hölder regularity of the local times of \(B^{H(t)}\). Further they compute the local Hausdorff dimension of its level sets.