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conference paper
Holder properties of local times for fractional Brownian motions
2009
Metrika
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.
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184_2008_Article_211.pdf
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Publisher's version
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openaccess
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300.01 KB
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Adobe PDF
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