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Showing 2008 · math.PRShow all
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math.PR2008★ 26 cited
Local times of multifractional Brownian sheets
Mark Meerschaert, Dongsheng Wu, Yimin Xiao
Denote by a function in with values in . Let be an -multifr…
math.PR2008★ 51 cited
Joint continuity of the local times of fractional Brownian sheets
Antoine Ayache, Dongsheng Wu, Yimin Xiao
Let be an -fractional Brownian sheet with index defined by $B^H(t)=(B^H_1(t),...,B^H_d(t)) (t\in {\mathbb{R…