Hölder properties of local times for fractional Brownian motions

DOI10.1007/s00184-008-0211-6zbMath1433.60018OpenAlexW2045471954MaRDI QIDQ745330

Yimin Xiao, Thomas S. Mountford, D. Baraka

Publication date: 14 October 2015

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: http://infoscience.epfl.ch/record/160095

zbMATH Keywords

fractional Brownian motionlaw of the iterated logarithmlocal times

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17) Self-similar stochastic processes (60G18)

Related Items (8)

Sobolev regularity of occupation measures and paths, variability and compositions ⋮ On the local time of sub-fractional Brownian motion ⋮ Harmonizable fractional stable fields: local nondeterminism and joint continuity of the local times ⋮ Multiparameter multifractional Brownian motion: local nondeterminism and joint continuity of the local times ⋮ Large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes ⋮ 2-microlocal analysis of martingales and stochastic integrals ⋮ Central limit theorem for weighted local time of \(L^2\) modulus of fractional Brownian motion ⋮ Local Hölder regularity for set-indexed processes

Cites Work

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• On tail probability of local times of Gaussian processes
• Level sets of multiparameter {B}rownian motions
• Hausdorff measure of trajectories of multiparameter fractional Brownian motion
• Properties of local-nondeterminism of Gaussian and stable random fields and their applications

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