Joint continuity of the local times of fractional Brownian sheets

DOI10.1214/07-AIHP131zbMath1180.60032arXiv0808.3054OpenAlexW2088186138MaRDI QIDQ731695

Yimin Xiao, Antoine Ayache, Dong Sheng Wu

Publication date: 8 October 2009

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0808.3054

zbMATH Keywords

joint continuityfractional Brownian motionlocal timesfractional Brownian sheetHölder conditionsLiouville fractional Brownian sheetsectorial local nondeterminism

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17)

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