Results on local times of a class of multiparameter Gaussian processes

被引:0
|
作者
Cheng Z.-M. [1 ,2 ]
Wang X.-Y. [1 ]
Lin Z.-Y. [1 ]
机构
[1] Department of Mathematics, Zhejiang University, Hangzhou
[2] Hangzhou Dianzi University
基金
中国国家自然科学基金; 高等学校博士学科点专项科研基金;
关键词
Bi-fractional Brownian motiom; Gaussian random field; Local time;
D O I
10.1007/s10255-005-0288-x
中图分类号
学科分类号
摘要
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.
引用
收藏
页码:81 / 90
页数:9
相关论文
共 50 条
  • [31] Approximation of Sojourn Times of Gaussian Processes
    Debicki, Krzysztof
    Michna, Zbigniew
    Peng, Xiaofan
    METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 2019, 21 (04) : 1183 - 1213
  • [32] Approximation of Sojourn Times of Gaussian Processes
    Krzysztof Dȩbicki
    Zbigniew Michna
    Xiaofan Peng
    Methodology and Computing in Applied Probability, 2019, 21 : 1183 - 1213
  • [33] Sojourn Times of Gaussian Processes with Trend
    Krzysztof Dȩbicki
    Peng Liu
    Zbigniew Michna
    Journal of Theoretical Probability, 2020, 33 : 2119 - 2166
  • [34] Sojourn Times of Gaussian Processes with Trend
    Debicki, Krzysztof
    Liu, Peng
    Michna, Zbigniew
    JOURNAL OF THEORETICAL PROBABILITY, 2020, 33 (04) : 2119 - 2166
  • [35] OCCUPATION TIMES OF STATIONARY GAUSSIAN PROCESSES
    BERMAN, SM
    JOURNAL OF APPLIED PROBABILITY, 1970, 7 (03) : 721 - &
  • [36] The existence and smoothness of self-intersection local time for a class of Gaussian processes
    Xie, Lin
    Ni, Wenqing
    Zheng, Shuicao
    Lei, Guowei
    STATISTICS & PROBABILITY LETTERS, 2024, 213
  • [37] CROSSINGS AND LOCAL-TIMES FOR REGULARIZED GAUSSIAN-PROCESSES - L(2) CONVERGENCE
    LEON, JR
    ORTEGA, J
    COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1992, 314 (03): : 227 - 231
  • [38] LOCAL TIMES FOR GAUSSIAN VECTOR FIELDS
    PITT, LD
    INDIANA UNIVERSITY MATHEMATICS JOURNAL, 1978, 27 (02) : 309 - 330
  • [39] Multiparameter multifractional Brownian motion: Local nondeterminism and joint continuity of the local times
    Ayache, Antoine
    Shieh, Narn-Rueih
    Xiao, Yimin
    ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2011, 47 (04): : 1029 - 1054
  • [40] Smoothness of Gaussian local times beyond the local nondeterminism
    Boufoussi, Brahim
    Guerbaz, Raby
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2009, 119 (03) : 1001 - 1014