Regularity of intersection local times of fractional Brownian motions

DOI10.1007/s10959-009-0221-yzbMath1217.60030arXiv0904.0949MaRDI QIDQ616255

Yimin Xiao, Dong Sheng Wu

Publication date: 7 January 2011

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0904.0949

zbMATH Keywords

joint continuity; fractional Brownian motion; Hausdorff dimension; packing dimension; intersection local time; Hölder condition

Mathematics Subject Classification ID

60G22: Fractional processes, including fractional Brownian motion

60G18: Self-similar stochastic processes

28A80: Fractals

60J55: Local time and additive functionals

60F25: (L^p)-limit theorems

Related Items

Mixed fractional Brownian sheets and their applications, A first-order limit law for functionals of two independent fractional Brownian motions in the critical case, Central limit theorem for functionals of two independent fractional Brownian motions, Remarks on the intersection local time of fractional Brownian motions, On intersections of independent anisotropic Gaussian random fields, On the self-intersection local time of subfractional Brownian motion, Hölder continuity and occupation-time formulas for fBm self-intersection local time and its derivative, Smoothness of local times and self-intersection local times of Gaussian random fields, Large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes, Fractional Brownian sheets run with nonlinear clocks

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Joint continuity of the local times of fractional Brownian sheets
• A local time analysis of intersections of Brownian paths in the plane
• The intersection local time of fractional Brownian motion in the plane
• Local time and a particle picture for Euclidean field theory
• Joint continuity of Gaussian local times
• Occupation densities
• Local sample path properties of Gaussian fields
• Wiener path intersections and local time
• Hölder conditions for the local times and the Hausdorff measure of the level sets of Gaussian random fields
• Renormalized self-intersection local time for fractional Brownian motion
• Properties of local-nondeterminism of Gaussian and stable random fields and their applications
• Intersection local time for two independent fractional Brownian motions
• Hitting probabilities and polar sets for fractional brownian motion
• Multiparameter Processes
• Functions continuous and singular with respect to a Hausdorff measure