Hölder conditions for the local times of multiscale fractional Brownian motion

DOI10.1016/J.CRMA.2006.09.026MaRDI QIDQ857096zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

law of the iterated logarithmmultiscale Brownian motion

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3594385 (Why is no real title available?)
• Gaussian processes: Inequalities, small ball probabilities and applications
• 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
• Occupation densities
• On the local time of multifractional Brownian motion
• Small values of Gaussian processes and functional laws of the iterated logarithm

Cited in

(5)

• From the Brownian motion to a multifractal process using the Lévy-Ciesielski construction
• scientific article; zbMATH DE number 5630489 (Why is no real title available?)
• 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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