A. Ayache

activity

20062013

most citedJoint continuity of the local times of fractional Brownian sheets

51 citations · 53 across the 7 of their papers we have counts for

collaborators

Showing 2008Show all

2 papers · 1 filter

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.ST2008

Linear Fractional Stable Sheets: wavelet expansion and sample path properties

Antoine Ayache, François Roueff, Yimin Xiao

In this paper we give a detailed description of the random wavelet series representation of real-valued linear fractional stable sheet introduced in Ayache, Roueff and Xiao (2007).…