On the local time of multifractional Brownian motion

DOI10.1080/17442500600578073zbMath1124.60061OpenAlexW2078416737MaRDI QIDQ3426317

Brahim Boufoussi, Raby Guerbaz, Marco E. 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

zbMATH Keywords

local timesmultifractional Brownian motionlocal nondeterminismlevel

Mathematics Subject Classification ID

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

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