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
高等学校博士学科点专项科研基金; 中国国家自然科学基金;
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
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