Hölder conditions for the local times of multiscale fractional Brownian motion

DOI10.1016/j.crma.2006.09.026zbMath1106.60039OpenAlexW1993976507MaRDI QIDQ857096

Raby Guerbaz

Publication date: 14 December 2006

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2006.09.026

zbMATH Keywords

law of the iterated logarithmmultiscale Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Local time and additive functionals (60J55)

Cites Work

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• Occupation densities
• Small values of Gaussian processes and functional laws of the iterated logarithm
• Hölder conditions for the local times and the Hausdorff measure of the level sets of Gaussian random fields
• On the local time of multifractional Brownian motion
• Identification of the Hurst index of a step fractional Brownian motion