Hölder conditions for the local times of multiscale fractional Brownian motion

DOI10.1016/J.CRMA.2006.09.026zbMATH Open1106.60039OpenAlexW1993976507MaRDI QIDQ857096FDOQ857096

Authors: Raby Guerbaz 

Publication date: 14 December 2006

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2006.09.026

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zbMATH Keywords

law of the iterated logarithmmultiscale Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Local time and additive functionals (60J55)

Cites Work

• Gaussian processes: Inequalities, small ball probabilities and applications
• Occupation densities
• Title not available (Why is that?)
• On the local time of multifractional Brownian motion
• Small values of Gaussian processes and functional laws of the iterated logarithm
• Hölder conditions for the local times and the Hausdorff measure of the level sets of Gaussian random fields
• Identification of the Hurst index of a step fractional Brownian motion

Cited In (5)

• From the Brownian motion to a multifractal process using the Lévy-Ciesielski construction
• Title not available (Why is that?)
• Hölder properties of local times for fractional Brownian motions
• The Csörgő-Révész moduli of non-differentiability of fractional Brownian motion
• Hölder estimates for resolvents of time-changed Brownian motions

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