Inverse local times of fractional Brownian motion
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Publication:714552
DOI10.1016/J.AML.2012.05.016zbMATH Open1251.60035OpenAlexW2056897973MaRDI QIDQ714552FDOQ714552
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
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- Local times of multifractional Brownian sheets
- Sample path properties of the local time of multifractional Brownian motion
- On the local time of multifractional Brownian motion
- Hölder conditions for the local times and the Hausdorff measure of the level sets of Gaussian random fields
- The exact Hausdorff measure of the zero set of fractional Brownian motion
- Hölder conditions for the local times of certain Gaussian processes with stationary increments
- Local Hölder conditions for the local times of certain stationary Gaussian processes
- Images of Gaussian random fields: Salem sets and interior points
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Cited In (2)
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