Article ID Journal Published Year Pages File Type
1155488 Stochastic Processes and their Applications 2016 15 Pages PDF
Abstract

By applying a Fourier analytic argument, we prove that, for every α∈(0,2)α∈(0,2), the NN-parameter harmonizable fractional αα-stable field (HFααSF) is locally nondeterministic. When 0<α<10<α<1, this solves an open problem in Nolan (1989). Also, it allows us to establish the joint continuity of the local times of an (N,d)(N,d)-HFααSF for an arbitrary α∈(0,2)α∈(0,2), and to obtain new results concerning its sample paths.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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