Estimates for the local and uniform moduli of continuity of the local time of the multifractional Brownian motion (mBm) are given. An analog of the Chung law of the iterated logarithm is studied for mBm and used to obtain the pointwise Hölder exponent of its local time. Local asymptotic selfsimilarity is proved to be satisfied by the local time of mBm and a limit theorem for occupation integrals is given
International audienceThe stochastic calculus for Gaussian processes is applied to obtain a Tanaka f...
This article is concerned with modulus of continuity of Brownian local times. Specifically, we focus...
Let B = (Bt)t≥0 be a standard Brownian motion and let (Lxt; t ≥ 0, x ∈R) be a continuous version of ...
In this paper, by using a Fourier analytic approach, we investigate sample path properties of the f...
http://projecteuclid.org/euclid.bj/1194625601International audienceLet BH, K={BH, K(t), t \in R +} b...
International audienceVarious paths properties of a stochastic process are obtained under mild condi...
AbstractThe multifractional Brownian motion (MBM) processes are locally self-similar Gaussian proces...
We study the pointwise regularity of the Multifractional Brownian Motion and in particular, we get ...
We study the pointwise regularity of the Multifractional Brownian Motion and in particular, we get ...
AbstractLet WH={WH(t),t∈R} be a fractional Brownian motion of Hurst index H∈(0,1) with values in R, ...
[[abstract]]The local time of a multidimensional semimartingle at a hypersurface will be defined via...
We study the local times of fractional Brownian motions for all temporal dimensions, N, spatial dime...
In the paper, we study the existence of the local nondeterminism and the joint continuity of the loc...
International audienceMultifractional processes are stochastic processes with non-stationary increme...
In this paper we study the local times of Brownian motion from the point of view of algorithmic rand...
International audienceThe stochastic calculus for Gaussian processes is applied to obtain a Tanaka f...
This article is concerned with modulus of continuity of Brownian local times. Specifically, we focus...
Let B = (Bt)t≥0 be a standard Brownian motion and let (Lxt; t ≥ 0, x ∈R) be a continuous version of ...
In this paper, by using a Fourier analytic approach, we investigate sample path properties of the f...
http://projecteuclid.org/euclid.bj/1194625601International audienceLet BH, K={BH, K(t), t \in R +} b...
International audienceVarious paths properties of a stochastic process are obtained under mild condi...
AbstractThe multifractional Brownian motion (MBM) processes are locally self-similar Gaussian proces...
We study the pointwise regularity of the Multifractional Brownian Motion and in particular, we get ...
We study the pointwise regularity of the Multifractional Brownian Motion and in particular, we get ...
AbstractLet WH={WH(t),t∈R} be a fractional Brownian motion of Hurst index H∈(0,1) with values in R, ...
[[abstract]]The local time of a multidimensional semimartingle at a hypersurface will be defined via...
We study the local times of fractional Brownian motions for all temporal dimensions, N, spatial dime...
In the paper, we study the existence of the local nondeterminism and the joint continuity of the loc...
International audienceMultifractional processes are stochastic processes with non-stationary increme...
In this paper we study the local times of Brownian motion from the point of view of algorithmic rand...
International audienceThe stochastic calculus for Gaussian processes is applied to obtain a Tanaka f...
This article is concerned with modulus of continuity of Brownian local times. Specifically, we focus...
Let B = (Bt)t≥0 be a standard Brownian motion and let (Lxt; t ≥ 0, x ∈R) be a continuous version of ...