Harmonizable fractional stable fields: local nondeterminism and joint continuity of the local times

DOI10.1016/j.spa.2015.08.001zbMath1329.60133OpenAlexW1155533381MaRDI QIDQ898404

Yimin Xiao, Antoine Ayache

Publication date: 8 December 2015

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

Full work available at URL: https://doi.org/10.1016/j.spa.2015.08.001

zbMATH Keywords

joint continuityHausdorff dimensionlocal timesHölder conditionlocal nondeterminismharmonizable fractional stable fields

Mathematics Subject Classification ID

Random fields (60G60) Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52) Local time and additive functionals (60J55)

Related Items (2)

Wavelet series representation and geometric properties of harmonizable fractional stable sheets ⋮ Local times of linear multifractional stable sheets

Cites Work

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