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

被引：16
|
作者：
Ayache, Antoine [1 ]
Shieh, Narn-Rueih [2 ]
Xiao, Yimin [3 ]
机构：
[1] Univ Lille 1, UMR CNRS 8524, Lab Paul Painleve, F-59655 Villeneuve Dascq, France
[2] Natl Taiwan Univ, Dept Math, Taipei 10617, Taiwan
[3] Michigan State Univ, Dept Stat & Probabil, E Lansing, MI 48824 USA
来源：
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES | 2011年 / 47卷 / 04期
基金：
美国国家科学基金会;
关键词：
Multifractional Brownian motion; Local nondeterminism; Local times; Joint continuity; HOLDER CONDITIONS; PATH PROPERTIES; DIMENSION;
D O I：
10.1214/10-AIHP408
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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.
引用
收藏
页码：1029 / 1054
页数：26
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