Abstract.
Let be a real-valued fractional Brownian sheet. Consider the (N, d) Gaussian random field B H defined by
where are independent copies of B 0 H. In this paper, the existence and joint continuity of the local times of B H are established.
Author information
Authors and Affiliations
Additional information
Received: 2 October 2001 / Revised version: 7 January 2002 / Published online: 22 August 2002
Rights and permissions
About this article
Cite this article
Xiao, Y., Zhang, T. Local times of fractional Brownian sheets. Probab Theory Relat Fields 124, 204–226 (2002). https://doi.org/10.1007/s004400200210
Issue Date:
DOI: https://doi.org/10.1007/s004400200210
Keywords
- Local Time
- Random Field
- Independent Copy
- Gaussian Random Field
- Brownian Sheet