Dongsheng Wu

most citedJoint continuity of the local times of fractional Brownian sheets

51 citations · 96 across the 3 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.PR2008★ 51 cited

Joint continuity of the local times of fractional Brownian sheets

Antoine Ayache, Dongsheng Wu, Yimin Xiao

Let $B^{H} = {B^{H} (t), t \in R_{+}^{N}}$ be an $(N, d)$ -fractional Brownian sheet with index $H = (H_{1}, ..., H_{N}) \in (0, 1)^{N}$ defined by $B^H(t)=(B^H_1(t),...,B^H_d(t)) (t\in {\mathbb{R…

math.PR2006★ 19 cited

Fractal properties of the random string processes

Dongsheng Wu, Yimin Xiao

Let ${u_{t} (x), t \geq 0, x \in R}$ be a random string taking values in $R^{d}$ , specified by the following stochastic partial differential equation [Funaki (1983)]…