Inverse local times of fractional Brownian motion
نویسندگان
چکیده
منابع مشابه
Local times of fractional Brownian sheets
Let BH 0 = fBH 0 (t); t 2 RN+g be a real-valued fractional Brownian sheet. Consider the (N; d) Gaussian random eld BH de ned by BH(t) = (BH 1 (t); : : : ; BH d (t)) (t 2 RN+ ); where BH 1 ; : : : ; BH d are independent copies of BH 0 . In this paper, the existence and joint continuity of the local times of BH are established. Running Title: Local Times of Fractional Brownian Sheets
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ژورنال
عنوان ژورنال: Applied Mathematics Letters
سال: 2012
ISSN: 0893-9659
DOI: 10.1016/j.aml.2012.05.016