Local times of multifractional Brownian sheets
Meerschaert, Mark ; Wu, Dongsheng ; Xiao, Yimin
Bernoulli, Tome 14 (2008) no. 1, p. 865-898 / Harvested from Project Euclid
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Denote by H(t)=(H1(t), …, HN(t)) a function in t∈ℝ+N with values in (0, 1)N. Let {BH(t)(t)}={BH(t)(t), t∈ℝ+N} be an (N, d)-multifractional Brownian sheet (mfBs) with Hurst functional H(t). Under some regularity conditions on the function H(t), we prove the existence, joint continuity and the Hölder regularity of the local times of {BH(t)(t)}. We also determine the Hausdorff dimensions of the level sets of {BH(t)(t)}. Our results extend the corresponding results for fractional Brownian sheets and multifractional Brownian motion to multifractional Brownian sheets.
Publié le : 2008-08-15
Classification:  Hausdorff dimension,  level sets,  local times,  multifractional Brownian sheets,  one-sided sectorial local non-determinism 
@article{1219669633,
     author = {Meerschaert, Mark and Wu, Dongsheng and Xiao, Yimin},
     title = {Local times of multifractional Brownian sheets},
     journal = {Bernoulli},
     volume = {14},
     number = {1},
     year = {2008},
     pages = { 865-898},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1219669633}
}

Meerschaert, Mark; Wu, Dongsheng; Xiao, Yimin. Local times of multifractional Brownian sheets. Bernoulli, Tome 14 (2008) no. 1, pp.  865-898. http://gdmltest.u-ga.fr/item/1219669633/