Local times of multifractional Brownian sheets

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

zbMATH Keywords

Hausdorff dimension; local times; level sets; multifractional Brownian sheets; one-sided sectorial local non-determinism

Mathematics Subject Classification ID

60G22: Fractional processes, including fractional Brownian motion

60J65: Brownian motion

60J60: Diffusion processes

Related Items

2-microlocal analysis of martingales and stochastic integrals, On \(p\)-variation of bifractional Brownian motion, Inverse local times of fractional Brownian motion, Multiparameter multifractional Brownian motion: local nondeterminism and joint continuity of the local times, Stochastic 2-microlocal analysis

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