Joint continuity of the local times of fractional brownian sheets

Antoine Ayache; Dongsheng Wu; Yimin Xiao

Displaying similar documents to “Joint continuity of the local times of fractional brownian sheets”

Continuous differentiability of renormalized intersection local times in R1

Jay S. Rosen (2010)

Annales de l'I.H.P. Probabilités et statistiques

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We study (2, …, ; ), the -fold renormalized self-intersection local time for brownian motion in 1. Our main result says that (2, …, ; ) is continuously differentiable in the spatial variables, with probability 1.

Central and non-central limit theorems for weighted power variations of fractional brownian motion

Ivan Nourdin, David Nualart, Ciprian A. Tudor (2010)

Annales de l'I.H.P. Probabilités et statistiques

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In this paper, we prove some central and non-central limit theorems for renormalized weighted power variations of order ≥2 of the fractional brownian motion with Hurst parameter ∈(0, 1), where is an integer. The central limit holds for 1/2<≤1−1/2, the limit being a conditionally gaussian distribution. If <1/2 we show the convergence in 2 to a limit which only depends on the fractional brownian motion, and if >1−1/2 we show the convergence in 2 to a stochastic integral...

Large deviations for rough paths of the fractional brownian motion

Annie Millet, Marta Sanz-Solé (2006)

Annales de l'I.H.P. Probabilités et statistiques

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Multiparameter multifractional brownian motion : local nondeterminism and joint continuity of the local times

Antoine Ayache, Narn-Rueih Shieh, Yimin Xiao (2011)

Annales de l'I.H.P. Probabilités et statistiques

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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.

Limit laws for the energy of a charged polymer

Xia Chen (2008)

Annales de l'I.H.P. Probabilités et statistiques

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In this paper we obtain the central limit theorems, moderate deviations and the laws of the iterated logarithm for the energy =∑ 1 of the polymer { , …, } equipped with random electrical charges { , …, }. Our approach is based on comparison of the moments between and the self-intersection local time =∑1 run by the...