On the local time of multifractional Brownian motion

DOI10.1080/17442500600578073zbMATH Open1124.60061OpenAlexW2078416737MaRDI QIDQ3426317FDOQ3426317

Authors: Brahim Boufoussi, Raby Guerbaz, Marco Dozzi 

Publication date: 8 March 2007

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442500600578073

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zbMATH Keywords

local timeslocal nondeterminismmultifractional Brownian motionlevel

Mathematics Subject Classification ID

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

Cites Work

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• Occupation densities
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• Sample function properties of multi-parameter stable processes
• Hölder conditions for the local times and the Hausdorff measure of the level sets of Gaussian random fields
• Hölder conditions for the local times of certain Gaussian processes with stationary increments
• On moduli of continuity for local times of Gaussian processes

Cited In (47)

• Local times of multifractional Brownian sheets
• Results on local times of a class of multiparameter Gaussian processes
• The multifractal spectrum of Brownian intersection local times
• Moduli of continuity of the local time of a class of sub-fractional Brownian motions
• Generalized covariances of multi-dimensional Brownian excursion local times.
• Linear multifractional stable sheets in the broad sense: existence and joint continuity of local times
• Local times for multifractional square Gaussian processes
• Title not available (Why is that?)
• Regularity of the Local Time for the d-dimensional Fractional Brownian Motion with N-parameters
• Hitting probabilities and fractal dimensions of multiparameter multifractional Brownian motion
• On the local time of subfractional Brownian motion
• Path properties of multifractal Brownian motion
• Local times of linear multifractional stable sheets
• A fractional Brownian field indexed by \(L^2\) and a varying Hurst parameter
• Some properties of a multifractional Brownian motion
• Inverse local times of fractional Brownian motion
• The existence and smoothness of self-intersection local time for a class of Gaussian processes
• The local time of the fractional Ornstein-Uhlenbeck process
• On Besov regularity and local time of the solution to the stochastic heat equation
• Title not available (Why is that?)
• Title not available (Why is that?)
• Hölder conditions for the local times of multiscale fractional Brownian motion
• Sample path properties of the local time of multifractional Brownian motion
• From \(N\) parameter fractional Brownian motions to \(N\) parameter multifractional Brownian motions
• On the existence and regularity of local times
• On the pointwise regularity of the Multifractional Brownian Motion and some extensions
• Hölder properties of local times for fractional Brownian motions
• On the local time of sub-fractional Brownian motion
• On generalized local time for the process of Brownian motion
• Local times of stochastic differential equations driven by fractional Brownian motions
• Integrated Fractional white Noise as an Alternative to Multifractional Brownian Motion
• Existence and joint continuity of local time of multi-parameter fractional Lévy processes
• Continuity in law of some additive functionals of bifractional Brownian motion
• Multifractional Hermite processes: definition and first properties
• Sample path properties of bifractional Brownian motion
• Occupation time problem for multifractional Brownian motion
• Local times and related properties of multidimensional iterated Brownian motion
• Local times for multifractional Brownian motion in higher dimensions: A white noise approach
• Some sample path properties of multifractional Brownian motion
• On the existence and the Hölder regularity of the local time of the Brownian bridge
• Self-intersection local times for multifractional Brownian motion in higher dimensions: a white noise approach
• Multiparameter multifractional Brownian motion: local nondeterminism and joint continuity of the local times
• The zero set of fractional Brownian motion is a Salem set
• Local time and related sample paths of filtered white noises
• Title not available (Why is that?)
• Title not available (Why is that?)
• Local properties of a multifractional stable field

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