Inverse local times of fractional Brownian motion

DOI10.1016/j.aml.2012.05.016zbMath1251.60035OpenAlexW2056897973MaRDI QIDQ714552

Safari Mukeru

Publication date: 11 October 2012

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2012.05.016

zbMATH Keywords

fractional Brownian motionlocal timeszero setinverse local times

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Local time and additive functionals (60J55)

Related Items (1)

Probabilistic approach to the heat equation with a dynamic Hardy-type potential

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• The exact Hausdorff measure of the zero set of fractional Brownian motion
• Local times of multifractional Brownian sheets
• Hölder conditions for the local times of certain Gaussian processes with stationary increments
• Occupation densities
• Local Hölder conditions for the local times of certain stationary Gaussian processes
• Hölder conditions for the local times and the Hausdorff measure of the level sets of Gaussian random fields
• Sample path properties of the local time of multifractional Brownian motion
• Images of Gaussian random fields: Salem sets and interior points
• On the local time of multifractional Brownian motion

This page was built for publication: Inverse local times of fractional Brownian motion