| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1155262 | Statistics & Probability Letters | 2007 | 6 Pages |
Abstract
In the paper, we study the existence of the local nondeterminism and the joint continuity of the local time of a multifractional Brownian motion, and we get upper and lower bounds of Hausdroff dimensions of level sets of a multifractional Brownian motion.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Zhengyan Lin, Jing Zheng,