Local times of fractional Brownian sheets

被引：0

作者：

Yimin Xiao

Tusheng Zhang

机构：

[1] Department of Statistics and Probability,

[2] A-413 Wells Hall,undefined

[3] Michigan State University,undefined

[4] East Lansing,undefined

[5] MI 48824,undefined

[6] USA. e-mail: xiao@stt.msu.edu,undefined

[7] Department of Mathematics,undefined

[8] University of Manchester,undefined

[9] Oxford Road,undefined

[10] Manchester M13 9PL,undefined

[11] UK. e-mail: tzhang@ma.man.ac.uk,undefined

来源：

Probability Theory and Related Fields | 2002年 / 124卷

关键词：

Local Time; Random Field; Independent Copy; Gaussian Random Field; Brownian Sheet;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}\end{document} be a real-valued fractional Brownian sheet. Consider the (N, d) Gaussian random field BH defined by \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}\end{document} where \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}\end{document} are independent copies of B0H. In this paper, the existence and joint continuity of the local times of BH are established.

引用

页码：204 / 226

页数：22