Multiparameter multifractional brownian motion : local nondeterminism and joint continuity of the local times
Antoine Ayache; Narn-Rueih Shieh; Yimin Xiao
Annales de l'I.H.P. Probabilités et statistiques (2011)
- Volume: 47, Issue: 4, page 1029-1054
- ISSN: 0246-0203
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topAyache, Antoine, Shieh, Narn-Rueih, and Xiao, Yimin. "Multiparameter multifractional brownian motion : local nondeterminism and joint continuity of the local times." Annales de l'I.H.P. Probabilités et statistiques 47.4 (2011): 1029-1054. <http://eudml.org/doc/243861>.
@article{Ayache2011,
abstract = {By using a wavelet method we prove that the harmonisable-type N-parameter multifractional brownian motion (mfBm) is a locally nondeterministic gaussian random field. This nice property then allows us to establish joint continuity of the local times of an (N, d)-mfBm and to obtain some new results concerning its sample path behavior.},
author = {Ayache, Antoine, Shieh, Narn-Rueih, Xiao, Yimin},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {multifractional brownian motion; local nondeterminism; local times; joint continuity; multifractional Brownian motion},
language = {eng},
number = {4},
pages = {1029-1054},
publisher = {Gauthier-Villars},
title = {Multiparameter multifractional brownian motion : local nondeterminism and joint continuity of the local times},
url = {http://eudml.org/doc/243861},
volume = {47},
year = {2011},
}
TY - JOUR
AU - Ayache, Antoine
AU - Shieh, Narn-Rueih
AU - Xiao, Yimin
TI - Multiparameter multifractional brownian motion : local nondeterminism and joint continuity of the local times
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2011
PB - Gauthier-Villars
VL - 47
IS - 4
SP - 1029
EP - 1054
AB - By using a wavelet method we prove that the harmonisable-type N-parameter multifractional brownian motion (mfBm) is a locally nondeterministic gaussian random field. This nice property then allows us to establish joint continuity of the local times of an (N, d)-mfBm and to obtain some new results concerning its sample path behavior.
LA - eng
KW - multifractional brownian motion; local nondeterminism; local times; joint continuity; multifractional Brownian motion
UR - http://eudml.org/doc/243861
ER -
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