Local times for multifractional square Gaussian processes

Georgiy Shevchenko

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arXiv · 1308.4695

Local times for multifractional square Gaussian processes

Georgiy Shevchenko

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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.

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BibTeX RIS

Georgiy Shevchenko. 2013-08-21. Local times for multifractional square Gaussian processes. https://arxiv.org/abs/1308.4695

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