Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155488 | Stochastic Processes and their Applications | 2016 | 15 Pages |
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)
Authors
Antoine Ayache, Yimin Xiao,