Local times for multifractional square Gaussian processes
classification
🧮 math.PR
keywords
multifractionalprocesslocalsquareconsidercontinuousdoublegaussian
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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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