Joint continuity of the local times of fractional Brownian sheets

Annales de l'institut Henri Poincare (B) Probability and Statistics

Volumn 44, Issue 4, 2008, Pages 727-748

  Ayache, Antoine ^a,b   Wu, Dongsheng ^c   Xiao, Yimin ^d  

^a UNIVERSITÉ LILLE 1   (France)

^b IESEG School of Management   (France)

^c University of Alabama in Huntsville ^*  (United States)

^d MICHIGAN STATE UNIVERSITY   (United States)

Author keywords

Fractional brownian motion; Fractional brownian sheet; Holder conditions; Joint continuity; Liouville fractional brownian sheet; Local times; Sectorial local nondeterminism

Indexed keywords

EID: 53349150315     PISSN: 02460203     EISSN: 02460203     Source Type: Journal    
DOI: 10.1214/07-AIHP131     Document Type: Article

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