Inverse local times of fractional Brownian motion
type: Item
instance of: scholarly article
title: Inverse local times of fractional Brownian motion
zbMATH Open document ID: 1251.60035
author: Safari Mukeru
published in: Applied Mathematics Letters
publication date: 2012-10-11T00:00:00Z
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60J55
zbMATH DE Number: 6092790
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: local times
zbMATH Keywords: inverse local times
zbMATH Keywords: zero set
MaRDI profile type: Publication
full work available at URL: j.aml.2012.05.016
OpenAlex ID: W2056897973
cites work: Q3687398
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cites work: Occupation densities
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cites work: Hölder conditions for the local times and the Hausdorff measure of the level sets of Gaussian random fields
cites work: Q3729779
cites work: The exact Hausdorff measure of the zero set of fractional Brownian motion
cites work: Images of Gaussian random fields: Salem sets and interior points
cites work: Q4160169
cites work: Local times of multifractional Brownian sheets
DOI: 10.1016/J.AML.2012.05.016
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description: scientific article; zbMATH DE number 6092790