Hölder properties of local times for fractional Brownian motions

DOI10.1007/S00184-008-0211-6MaRDI QIDQ745330zbMATH OpenOpenAlexFDO

Authors D. Baraka, Thomas Mountford, Y. Xiao

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)

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Cites work

• A law of the iterated logarithm for fractional Brownian motions
• A local time analysis of intersections of Brownian paths in the plane
• Hausdorff measure of trajectories of multiparameter fractional Brownian motion
• scientific article; zbMATH DE number 1808203 (Why is no real title available?)
• scientific article; zbMATH DE number 614990 (Why is no real title available?)
• Hölder conditions for the local times and the Hausdorff measure of the level sets of Gaussian random fields
• Level sets of multiparameter stable processes
• Level sets of multiparameter {B}rownian motions
• Local sample path properties of Gaussian fields
• Multiple points of trajectories of multiparameter fractional Brownian motion
• Occupation densities
• On tail probability of local times of Gaussian processes
• Properties of local-nondeterminism of Gaussian and stable random fields and their applications
• Tauberian theorems of exponential type

Cited in

(18)

• Multiparameter multifractional Brownian motion: local nondeterminism and joint continuity of the local times
• Joint Hölder continuity of local time for a class of interacting branching measure-valued diffusions
• Hölder estimates for resolvents of time-changed Brownian motions
• On the existence and the Hölder regularity of the local time of the Brownian bridge
• Sobolev regularity of occupation measures and paths, variability and compositions
• Complements on the Hilbert transform and the fractional derivative of Brownian local times
• Hölder continuity and occupation-time formulas for fBm self-intersection local time and its derivative
• Some properties of a multifractional Brownian motion
• Local times of stochastic differential equations driven by fractional Brownian motions
• 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
• On the local time of subfractional Brownian motion
• The supremum of Brownian local times on Hölder curves
• On the local time of sub-fractional Brownian motion
• Hölder conditions for the local times of multiscale fractional Brownian motion
• Harmonizable fractional stable fields: local nondeterminism and joint continuity of the local times

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