Local times and related sample path properties of certain self-similar processes (Q1261736): Difference between revisions

The purpose of this paper is to study the local times and related path properties of certain self-similar processes. In \S 2 we prove that, for certain self-similar stationary-increment processes with bivariate densities, almost every path has local times \(\varphi(x,t)\) which is continuous in \(t\) for a.e. \(x\). We also find an estimate on the modulus of such a continuity. In \S 3 we prove certain infinite local oscillations of the sample paths. In \S 4 we prove the joint continuity of local times of linear fractional stable processes in case of the stability parameter \(\geq 1\) and a related uniform dimension result for level sets. In the final \S 5 we prove that the small value of the scaling parameter \(H\) can imply the differentiability of \(\varphi(x,t)\) in \(x\). For example, let \(H<1/3\); our results assert that for certain \(H\)-self-similar, stationary-increment processes, \(\varphi'(x,t)\) in \(x\) exists and is Hölder continuous.