Continuity in the Hurst index of the local times of anisotropic Gaussian random fields

DOI10.1016/j.spa.2008.09.001zbMath1165.60320OpenAlexW2076686827MaRDI QIDQ1019611

Yimin Xiao, Dong Sheng Wu

Publication date: 4 June 2009

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2008.09.001

zbMATH Keywords

convergence in lawlocal timesGaussian random fieldssectorial local nondeterminism

Mathematics Subject Classification ID

Gaussian processes (60G15) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Sample path properties (60G17) Fractals (28A80)

Related Items (max. 100)

Properties of Strong Local Nondeterminism and Local Times of Stable Random Fields ⋮ Continuity in law of some additive functionals of bifractional Brownian motion ⋮ On the local time of Gaussian and Lévy processes ⋮ Continuity with respect to the Hurst parameter of solutions to stochastic evolution equations driven by \(H\)-valued fractional Brownian motion ⋮ Lipschitz continuity in the Hurst index of the solutions of fractional stochastic volterra integro-differential equations ⋮ SPDEs with linear multiplicative fractional noise: continuity in law with respect to the Hurst index ⋮ SPDEs with fractional noise in space: continuity in law with respect to the Hurst index

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Joint continuity of the local times of fractional Brownian sheets
• Asymptotic properties and Hausdorff dimensions of fractional Brownian sheets
• Operator scaling stable random fields
• Geometric properties of fractional Brownian sheets
• Joint continuity of Gaussian local times
• Occupation densities
• Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
• Possible long-range dependence in fractional random fields.
• Elliptic Gaussian random processes
• Anisotropic analysis of some Gaussian models
• Local times of fractional Brownian sheets
• Hitting properties of a random string
• On the most visited sites of symmetric Markov processes.
• Continuity in law with respect to the Hurst parameter of the local time of the fractional Brownian motion
• Multiparameter Fractional Brownian Motion And Quasi-Linear Stochastic Partial Differential Equations
• Images of the Brownian sheet
• Fractal Analysis of Surface Roughness by Using Spatial Data
• Nonseparable, Stationary Covariance Functions for Space–Time Data
• Multiparameter Processes
• Space–Time Covariance Functions

This page was built for publication: Continuity in the Hurst index of the local times of anisotropic Gaussian random fields