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