Linear Multifractional Stable Sheets in the Broad Sense: Existence and Joint Continuity of Local Times

Yujia Ding, Qidi Peng, Yimin Xiao

We introduce the notion of linear multifractional stable sheets in the broad sense (LMSS) with $\alpha \in (0,2]$, to include both linear multifractional Brownian sheets ($\alpha =2$) and linea…