Local times of multifractional Brownian sheets

Mark Meerschaert, Dongsheng Wu, Yimin Xiao

Denote by $H(t)=(H_1(t),...,H_N(t))$ a function in $t\in {\mathbb{R}}_{+}^N$ with values in $(0,1{)}^N$. Let $\{B^{H(t)}(t)\}=\{B^{H(t)}(t),t\in {\mathbb{R}}_{+}^N\}$ be an $(N,d)$-multifr…