Local times of fractional Brownian sheets

被引:0
|
作者
Yimin Xiao
Tusheng Zhang
机构
[1] Department of Statistics and Probability,
[2] A-413 Wells Hall,undefined
[3] Michigan State University,undefined
[4] East Lansing,undefined
[5] MI 48824,undefined
[6] USA. e-mail: xiao@stt.msu.edu,undefined
[7] Department of Mathematics,undefined
[8] University of Manchester,undefined
[9] Oxford Road,undefined
[10] Manchester M13 9PL,undefined
[11] UK. e-mail: tzhang@ma.man.ac.uk,undefined
来源
关键词
Local Time; Random Field; Independent Copy; Gaussian Random Field; Brownian Sheet;
D O I
暂无
中图分类号
学科分类号
摘要
 Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}\end{document} be a real-valued fractional Brownian sheet. Consider the (N, d) Gaussian random field BH defined by \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}\end{document} where \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}\end{document} are independent copies of B0H. In this paper, the existence and joint continuity of the local times of BH are established.
引用
收藏
页码:204 / 226
页数:22
相关论文
共 50 条
  • [1] Local times of fractional Brownian sheets
    Xiao, YM
    Zhang, TS
    PROBABILITY THEORY AND RELATED FIELDS, 2002, 124 (02) : 204 - 226
  • [2] Joint continuity of the local times of fractional Brownian sheets
    Ayache, Antoine
    Wu, Dongsheng
    Xiao, Yimin
    ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2008, 44 (04): : 727 - 748
  • [3] Some Results on Fractional Brownian Sheets and Their Local Times
    Cheng, Zong-mao
    Lin, Zheng-yan
    ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2008, 24 (04): : 669 - 676
  • [4] Some results on fractional Brownian sheets and their local times
    Zong-mao Cheng
    Zheng-yan Lin
    Acta Mathematicae Applicatae Sinica, English Series, 2008, 24 : 669 - 676
  • [5] Some Results on Fractional Brownian Sheets and Their Local Times
    Zong-mao Cheng~(1
    ActaMathematicaeApplicataeSinica, 2008, (04) : 669 - 676
  • [6] Local times of multifractional Brownian sheets
    Meerschaert, Mark
    Wu, Dongsheng
    Xiao, Yimin
    BERNOULLI, 2008, 14 (03) : 865 - 898
  • [8] ON THE FRACTIONAL DERIVATIVE OF BROWNIAN LOCAL-TIMES
    YAMADA, T
    JOURNAL OF MATHEMATICS OF KYOTO UNIVERSITY, 1985, 25 (01): : 49 - 58
  • [9] Inverse local times of fractional Brownian motion
    Mukeru, Safari
    APPLIED MATHEMATICS LETTERS, 2012, 25 (12) : 2168 - 2173
  • [10] Fractional Brownian motions as "higher-order" fractional derivatives of Brownian local times
    Csáki, E
    Shi, Z
    Yor, M
    LIMIT THEOREMS IN PROBABILITY AND STATISTICS, VOL I, 2002, : 365 - 387