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Local times of linear multifractional stable sheets
被引:0
|作者:
Guang-jun Shen
Qian Yu
Yun-meng Li
机构:
[1] Chuzhou University,School of Mathematics and Finance
[2] Anhui Normal University,Department of Mathematics
[3] East China Normal University,School of Statistics
来源:
关键词:
multifractional stable sheets;
local nondeterminism;
local times;
joint continuity;
60G52;
60G17;
60G18;
60G60;
D O I:
暂无
中图分类号:
学科分类号:
摘要:
Let XH(u)(u)={XH(u)(u),u∈ℝ+N}\documentclass[12pt]{minimal}
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\begin{document}$$X^{H(u)}(u)=\left\{X^{H(u)}(u), u \in \mathbb{R}_{+}^{N}\right\}$$\end{document} be linear multifractional stable sheets with index functional H(u), where H(u) = (H1(u),⋯, HN(u)) is a function with values in (0, 1)N. Based on some assumptions of H(u), we obtain the existence of the local times of XH(u)(u) and establish its joint continuity and the Hölder regularity. These results generalize the corresponding results about fractional stable sheets to multifractional stable sheets.
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页码:1 / 15
页数:14
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