We establish estimates for the local and uniform moduli of continuity of local times of multiscale fractional Brownian motion . We also give Chung's form of the law of the iterated logarithm for , this proves that the results on local times are sharp up to multiplicative constant.
On étudie dans cette note les lois du logarithme itéré du temps local du mouvement Brownien fractionnaire à multi-échelle . On donne aussi la loi du logarithm itéré de type Chung pour , ceci implique que les résultats concernant le temps local sont optimales.
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Raby Guerbaz 1
@article{CRMATH_2006__343_8_515_0, author = {Raby Guerbaz}, title = {H\"older conditions for the local times of multiscale fractional {Brownian} motion}, journal = {Comptes Rendus. Math\'ematique}, pages = {515--518}, publisher = {Elsevier}, volume = {343}, number = {8}, year = {2006}, doi = {10.1016/j.crma.2006.09.026}, language = {en}, }
Raby Guerbaz. Hölder conditions for the local times of multiscale fractional Brownian motion. Comptes Rendus. Mathématique, Volume 343 (2006) no. 8, pp. 515-518. doi : 10.1016/j.crma.2006.09.026. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2006.09.026/
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