scholarly journals Hölder properties of local times for fractional Brownian motions

Metrika ◽  
2008 ◽  
Vol 69 (2-3) ◽  
pp. 125-152 ◽  
Author(s):  
D. Baraka ◽  
T. Mountford ◽  
Y. Xiao
Keyword(s):  
Local Times ◽  
Brownian Motions ◽  
Fractional Brownian Motions

Collision local times of two independent fractional Brownian motions

2011 ◽  
Vol 6 (2) ◽  
pp. 325-338 ◽  
Author(s):  
Xiangjun Wang ◽  
Jingjun Guo ◽  
Guo Jiang
Keyword(s):  
Local Times ◽  
Brownian Motions ◽  
Fractional Brownian Motions

Moduli of continuity of the local time of a class of sub-fractional Brownian motions

2017 ◽  
Vol 25 (4) ◽  
Author(s):  
Mohamed Ait Ouahra ◽  
Raby Guerbaz
Keyword(s):  
Local Time ◽  
Similarity Index ◽  
The Self ◽  
Local Times ◽  
Moduli Of Continuity ◽  
Self Similarity ◽  
Brownian Motions ◽  
Fractional Brownian Motions ◽  
Sharp Estimates

AbstractThe aim of this paper is to establish sharp estimates for the moduli of continuity of the local time of a class of sub-fractional Brownian motions. We also investigate the continuity of their local times with respect to the self-similarity index.

scholarly journals Intersection local times of fractional Brownian motions with H∈(0,1) as generalized white noise functionals

2008 ◽  
Author(s):  
Custódia Drumond ◽  
Maria João Oliveira ◽  
José Luís da Silva ◽  
Christopher C. Bernido ◽  
M. Victoria Carpio-Bernido
Keyword(s):  
White Noise ◽  
Local Times ◽  
Brownian Motions ◽  
Fractional Brownian Motions ◽  
White Noise Functionals ◽  
Intersection Local Times
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