Local times of multifractional Brownian sheets
From MaRDI portal
Publication:1002554
DOI10.3150/08-BEJ126zbMath1186.60036arXiv0810.4438MaRDI QIDQ1002554
Yimin Xiao, Mark M. Meerschaert, Dong Sheng Wu
Publication date: 2 March 2009
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0810.4438
Hausdorff dimension; local times; level sets; multifractional Brownian sheets; one-sided sectorial local non-determinism
60G22: Fractional processes, including fractional Brownian motion
60J65: Brownian motion
60J60: Diffusion processes
Related Items
Approximation to Multifractional Riemann-Liouville Brownian Sheet, Hitting probabilities and fractal dimensions of multiparameter multifractional Brownian motion, 2-microlocal analysis of martingales and stochastic integrals, Some sample path properties of multifractional Brownian motion, On \(p\)-variation of bifractional Brownian motion, Inverse local times of fractional Brownian motion, Continuous Gaussian multifractional processes with random pointwise Hölder regularity, Multiparameter multifractional Brownian motion: local nondeterminism and joint continuity of the local times, Linear multifractional stable motion: fine path properties, Stochastic 2-microlocal analysis
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