Local times and sample path properties of the Rosenblatt process

George Kerchev, Ivan Nourdin, Eero Saksman +1

Let $Z=(Z_t{)}_{t\ge 0}$ be the Rosenblatt process with Hurst index $H\in (1/2,1)$. We prove joint continuity for the local time of $Z$, and establish Hölder conditions for the…