Hölder properties of local times for fractional Brownian motions
نویسندگان
چکیده
منابع مشابه
Regularity of Intersection Local Times of Fractional Brownian Motions
Let Bi be an (Ni, d)-fractional Brownian motion with Hurst index αi (i = 1,2), and let B1 and B2 be independent. We prove that, if N1 α1 + N2 α2 > d , then the intersection local times of B1 and B2 exist, and have a continuous version. We also establish Hölder conditions for the intersection local times and determine the Hausdorff and packing dimensions of the sets of intersection times and int...
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Large deviation principle for the non-linear functionals of non-Markovian models is a challenging subject. A class of such models are Gaussian processes. Among them, the fractional Brownian motions are perhaps the most important processes. In this talk, I will talk about some recent progress achieved in the large deviations for local times and intersection local times of fractional Brownian mot...
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ژورنال
عنوان ژورنال: Metrika
سال: 2008
ISSN: 0026-1335,1435-926X
DOI: 10.1007/s00184-008-0211-6