Inverse local times of fractional Brownian motion

DOI10.1016/J.AML.2012.05.016MaRDI QIDQ714552zbMATHOpenAlexFDO

Authors Safari Mukeru

Publication date 11 October 2012

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.aml.2012.05.016

zbMATH Keywords

fractional Brownian motionlocal timeszero setinverse local times

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Local time and additive functionals (60J55)

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Cites work

• scientific article; zbMATH DE number 3911357 (Why is no real title available?)
• scientific article; zbMATH DE number 3960707 (Why is no real title available?)
• scientific article; zbMATH DE number 3594385 (Why is no real title available?)
• 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
• Images of Gaussian random fields: Salem sets and interior points
• Local Hölder conditions for the local times of certain stationary Gaussian processes
• Local times of multifractional Brownian sheets
• Occupation densities
• On the local time of multifractional Brownian motion
• Sample path properties of the local time of multifractional Brownian motion
• The exact Hausdorff measure of the zero set of fractional Brownian motion

Cited in

(3)

• Scaling limit of d-inverse of Brownian motion with functional drift
• Fractional Brownian motion time-changed by gamma and inverse gamma process
• Probabilistic approach to the heat equation with a dynamic Hardy-type potential

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