Continuity in the Hurst index of the local times of anisotropic Gaussian random fields

DOI10.1016/j.spa.2008.09.001zbMath1165.60320OpenAlexW2076686827MaRDI QIDQ1019611

Yimin Xiao, Dong Sheng Wu

Publication date: 4 June 2009

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2008.09.001

zbMATH Keywords

convergence in lawlocal timesGaussian random fieldssectorial local nondeterminism

Mathematics Subject Classification ID

Gaussian processes (60G15) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Sample path properties (60G17) Fractals (28A80)

Related Items (7)

Properties of Strong Local Nondeterminism and Local Times of Stable Random Fields ⋮ Continuity in law of some additive functionals of bifractional Brownian motion ⋮ On the local time of Gaussian and Lévy processes ⋮ Continuity with respect to the Hurst parameter of solutions to stochastic evolution equations driven by \(H\)-valued fractional Brownian motion ⋮ Lipschitz continuity in the Hurst index of the solutions of fractional stochastic volterra integro-differential equations ⋮ SPDEs with linear multiplicative fractional noise: continuity in law with respect to the Hurst index ⋮ SPDEs with fractional noise in space: continuity in law with respect to the Hurst index

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