Linear multifractional stable sheets in the broad sense: existence and joint continuity of local times

DOI10.3150/22-BEJ1479MaRDI QIDQ2108509zbMATH OpenFDO

Authors Yujia Ding, Qidi Peng, Y. Xiao

Publication date 19 December 2022

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2106.13331, https://projecteuclid.org/journals/bernoulli/volume-29/issue-1/Linear-multifractional-stable-sheets-in-the-broad-sense-Existence/10.3150/22-BEJ1479.full

zbMATH Keywords

joint continuitylinear multifractional Brownian sheetslinear multifractional stable sheetslocal times

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17) Random fields (60G60) Local time and additive functionals (60J55)

Recommendations

• Local times of linear multifractional stable sheets
• Joint continuity of the local times of linear fractional stable sheets
• Joint continuity of the local times of fractional Brownian sheets
• Local times of multifractional Brownian sheets
• On the local time of multifractional Brownian motion

Cites work

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Cited in

(5)

• Local times of linear multifractional stable sheets
• Linear Multifractional Stable Sheets in the Broad Sense: Existence and Joint Continuity of Local Times
• Joint continuity of the local times of fractional Brownian sheets
• Local and asymptotic properties of linear fractional stable sheets
• Joint continuity of the local times of linear fractional stable sheets

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