Some results on fractional Brownian sheets and their local times

DOI10.1007/s10255-007-7009-6zbMath1158.60010OpenAlexW2022991606MaRDI QIDQ951758

Zong-Mao Cheng, Zheng Yan Lin

Publication date: 27 October 2008

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-007-7009-6

zbMATH Keywords

Hausdorff measurelocal timeFractional Brownian sheet

Mathematics Subject Classification ID

Gaussian processes (60G15) Strong limit theorems (60F15) Sample path properties (60G17)

Cites Work

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• A local time analysis of intersections of Brownian paths in the plane
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• Sample functions of the \(N\)-parameter Wiener process
• Local times of fractional Brownian sheets
• Hausdorff measure of trajectories of multiparameter fractional Brownian motion
• On moduli of continuity for local times of Gaussian processes
• Limsup random fractals
• Multiparameter Fractional Brownian Motion And Quasi-Linear Stochastic Partial Differential Equations
• Sample function properties of multi-parameter stable processes
• Small deviations for some multi-parameter Gaussian processes

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