Local times of multifractional Brownian sheets
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Publication:1002554
DOI10.3150/08-BEJ126zbMath1186.60036arXiv0810.4438OpenAlexW2120890892MaRDI QIDQ1002554
Mark M. Meerschaert, Yimin Xiao, 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 dimensionlocal timeslevel setsmultifractional Brownian sheetsone-sided sectorial local non-determinism
Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65) Diffusion processes (60J60)
Related Items (16)
Stochastic 2-microlocal analysis ⋮ Hitting probabilities and fractal dimensions of multiparameter multifractional Brownian motion ⋮ Behaviour of linear multifractional stable motion: membership of a critical Hölder space ⋮ Estimation of the multifractional function and the stability index of linear multifractional stable processes ⋮ Multiparameter multifractional Brownian motion: local nondeterminism and joint continuity of the local times ⋮ 2-microlocal analysis of martingales and stochastic integrals ⋮ On \(p\)-variation of bifractional Brownian motion ⋮ Some sample path properties of multifractional Brownian motion ⋮ Linear multifractional stable motion: fine path properties ⋮ Inverse local times of fractional Brownian motion ⋮ Continuous Gaussian multifractional processes with random pointwise Hölder regularity ⋮ Local times of linear multifractional stable sheets ⋮ Occupation time problem for multifractional Brownian motion ⋮ Linear multifractional stable sheets in the broad sense: existence and joint continuity of local times ⋮ Approximation to Multifractional Riemann-Liouville Brownian Sheet ⋮ Hausdorff dimension of the boundary of bubbles of additive Brownian motion and of the Brownian sheet
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