Sample path properties of the local time of multifractional Brownian motion

Brahim Boufoussi, Marco Dozzi, Raby Guerbaz

We establish estimates for the local and uniform moduli of continuity of the local time of multifractional Brownian motion, $B^H=(B^{H(t)}(t),t\in {\mathbb{R}}^{+})$. An analogue of Chu…