Local times of multifractional Brownian sheets
| dc.creator | Meerschaert, Mark | |
| dc.creator | Wu, Dongsheng | |
| dc.creator | Xiao, Yimin | |
| dc.date | 2008-10-24 | |
| dc.date.accessioned | 2026-07-07T10:13:03Z | |
| dc.date.available | 2026-07-07T10:13:03Z | |
| dc.description | Denote by $H(t)=(H_1(t),...,H_N(t))$ a function in $t\in{\mathbb{R}}_+^N$ with values in $(0,1)^N$. Let $\{B^{H(t)}(t)\}=\{B^{H(t)}(t),t\in{\mathbb{R}}^N_+\}$ be an $(N,d)$-multifractional Brownian sheet (mfBs) with Hurst functional $H(t)$. Under some regularity conditions on the function $H(t)$, we prove the existence, joint continuity and the Hölder regularity of the local times of $\{B^{H(t)}(t)\}$. We also determine the Hausdorff dimensions of the level sets of $\{B^{H(t)}(t)\}$. Our results extend the corresponding results for fractional Brownian sheets and multifractional Brownian motion to multifractional Brownian sheets. | |
| dc.description | Published in at http://dx.doi.org/10.3150/08-BEJ126 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm) | |
| dc.identifier | https://arxiv.org/abs/0810.4438 | |
| dc.identifier | http://arxiv.org/abs/0810.4438 | |
| dc.identifier | Bernoulli 2008, Vol. 14, No. 3, 865-898 | |
| dc.identifier | doi:10.3150/08-BEJ126 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/172393 | |
| dc.subject | Probability | |
| dc.subject | Statistics Theory | |
| dc.title | Local times of multifractional Brownian sheets | |
| dc.type | text |