Repository logo

Infoscience

  • English
  • French
Log In
Logo EPFL, École polytechnique fédérale de Lausanne

Infoscience

  • English
  • French
Log In
  1. Home
  2. Academic and Research Output
  3. Conferences, Workshops, Symposiums, and Seminars
  4. Holder properties of local times for fractional Brownian motions
 
conference paper

Holder properties of local times for fractional Brownian motions

Baraka, D.
•
Mountford, T.  
•
Xiao, Y.
2009
Metrika
8th German Open Conference on Probability and Statistics

We study the local times of fractional Brownian motions for all temporal dimensions, N, spatial dimensions d and Hurst parameters H for which local times exist. We establish a Holder continuity result that is a refinement of Xiao (Probab Th Rel Fields 109:129-157, 1997). Our approach is an adaptation of the more general attack of Xiao (Probab Th Rel Fields 109:129-157, 1997) using ideas of Baraka and Mountford (1997, to appear), the principal result of this latter paper is contained in this article.

  • Files
  • Details
  • Metrics
Loading...
Thumbnail Image
Name

184_2008_Article_211.pdf

Type

Publisher's Version

Version

http://purl.org/coar/version/c_970fb48d4fbd8a85

Access type

openaccess

Size

300.01 KB

Format

Adobe PDF

Checksum (MD5)

4af777473838b9add9bf87d99683b21d

Logo EPFL, École polytechnique fédérale de Lausanne
  • Contact
  • infoscience@epfl.ch

  • Follow us on Facebook
  • Follow us on Instagram
  • Follow us on LinkedIn
  • Follow us on X
  • Follow us on Youtube
AccessibilityLegal noticePrivacy policyCookie settingsEnd User AgreementGet helpFeedback

Infoscience is a service managed and provided by the Library and IT Services of EPFL. © EPFL, tous droits réservés