Hölder conditions for the local times of multiscale fractional Brownian motion

We establish estimates for the local and uniform moduli of continuity of local times of multiscale fractional Brownian motion { X ρ ( t ) , t ⩾ 0 } . We also give Chung's form of the law of the iterated logarithm for X ρ , this proves that the results on local times are sharp up to multiplicati...

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Veröffentlicht in:	Comptes rendus. Mathématique 2006-10, Vol.343 (8), p.515-518
1. Verfasser:	Guerbaz, Raby
Format:	Artikel
Sprache:	eng
Schlagworte:	Exact sciences and technology Markov processes Mathematics Probability and statistics Probability theory and stochastic processes Sciences and techniques of general use
Online-Zugang:	Volltext
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