M. Meerschaert

most citedLocal times of multifractional Brownian sheets

26 citations · 49 across the 2 of their papers we have counts for

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math.PR2008★ 26 cited

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 $t \in R_{+}^{N}$ with values in $(0, 1)^{N}$ . Let ${B^{H (t)} (t)} = {B^{H (t)} (t), t \in R_{+}^{N}}$ be an $(N, d)$ -multifr…

math.PR2007★ 23 cited

Large deviations for local time fractional Brownian motion and applications

Mark M. Meerschaert, Erkan Nane, Yimin Xiao

Let $W^H=\{W^H(t), t \in \rr\}$ be a fractional Brownian motion of Hurst index $H \in (0, 1)$ with values in $\rr$, and let $L = {L_{t}, t \geq 0}$ be the local time process at zero…