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arxiv: 0709.0637 · v1 · submitted 2007-09-05 · 🧮 math.PR

Sample path properties of the local time of multifractional Brownian motion

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keywords localtimebrownianmotionmultifractionalanalogueasymptoticchung
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We establish estimates for the local and uniform moduli of continuity of the local time of multifractional Brownian motion, $B^H=(B^{H(t)}(t),t\in\mathbb{R}^+)$. An analogue of Chung's law of the iterated logarithm is studied for $B^H$ and used to obtain the pointwise H\"{o}lder exponent of the local time. A kind of local asymptotic self-similarity is proved to be satisfied by the local time of $B^H$.

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