Sectorial local non-determinism and the geometry of the Brownian sheet.
Limsup random fractals.
Properties of local-nondeterminism of Gaussian and stable random fields and their applications
In this survey, we first review various forms of local nondeterminism and sectorial local nondeterminism of Gaussian and stable random fields. Then we give sufficient conditions for Gaussian random fields with stationary increments to be strongly locally nondeterministic (SLND). Finally, we show some applications of SLND in studying sample path properties of -Gaussian random fields. The class of random fields to which the results are applicable includes fractional Brownian motion, the Brownian...
α-time fractional brownian motion: PDE connections and local times
For 0 < ≤ 2 and 0 < < 1, an -time fractional Brownian motion is an iterated process = {() = (()) ≥ 0} obtained by taking a fractional Brownian motion {() ∈ ℝ} with Hurst index 0 < < 1 and replacing the time parameter with a strictly -stable Lévy process {() ≥ 0} in ℝ independent of {() ∈ R}. It is shown that such processes have natural connections to partial differential equations and, when is a stable subordinator, can arise as scaling limit of randomly...
Images of Gaussian random fields: Salem sets and interior points
Let be a Gaussian random field in with stationary increments. For any Borel set , we provide sufficient conditions for the image X(E) to be a Salem set or to have interior points by studying the asymptotic properties of the Fourier transform of the occupation measure of X and the continuity of the local times of X on E, respectively. Our results extend and improve the previous theorems of Pitt [24] and Kahane [12,13] for fractional Brownian motion.
Joint continuity of the local times of fractional brownian sheets
Let ={ (), ∈ℝ } be an (, )-fractional brownian sheet with index =( , …, )∈(0, 1) defined by ()=( (), …, ()) (∈ℝ ), where , …, are independent copies of a real-valued fractional brownian sheet . We prove that if <∑ ...
α-time fractional Brownian motion: PDE connections and local times
For 0 < ≤ 2 and 0 < < 1, an -time fractional Brownian motion is an iterated process = {() = (()) ≥ 0} obtained by taking a fractional Brownian motion {() ∈ ℝ} with Hurst index 0 < < 1 and replacing the time parameter with a strictly -stable Lévy process {() ≥ 0} in ℝ independent of {() ∈ R}. It is shown that such processes have natural connections to partial differential equations and, when ...
Multiparameter multifractional brownian motion : local nondeterminism and joint continuity of the local times
By using a wavelet method we prove that the harmonisable-type -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 (, )-mfBm and to obtain some new results concerning its sample path behavior.
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