In this paper, we introduce a class of Gaussian processes Y = {Y(t) : t ε R+N}, the so called bifractional Brownian motion with the indexes H = (H 1, • • •,H N ) and α. We consider the (N, d,H,α) Gaussian random field X(t) = (X 1(t),• • •, Xd(t)), where X 1(t), • • •,X d (t) are independent copies of Y (t). At first we show the existence and join continuity of the local times of X = {X(t), t ε R+N}, then we consider the Hölder conditions for the local times.