Local times for multifractional square Gaussian processes
Probability
2013-08-23 v1
Abstract
We consider multifractional process given by double Ito--Wiener integrals, which generalize the multifractional Rosenblatt process. We prove that this process is continuous and has a square integrable local time.
Cite
@article{arxiv.1308.4695,
title = {Local times for multifractional square Gaussian processes},
author = {Georgiy Shevchenko},
journal= {arXiv preprint arXiv:1308.4695},
year = {2013}
}