In this paper, we introduce a class of Gaussian processes Y={Y（t）：t∈R^N},the so called hifractional Brownian motion with the indcxes H=（H1,…,HN）and α. We consider the （N, d, H, α） Gaussian random field x（t...In this paper, we introduce a class of Gaussian processes Y={Y（t）：t∈R^N},the so called hifractional Brownian motion with the indcxes H=（H1,…,HN）and α. We consider the （N, d, H, α） Gaussian random field x（t） = （x1 （t）,..., xd（t））,where X1 （t）,…, Xd（t） are independent copies of Y（t）, At first we show the existence and join continuity of the local times of X = {X（t）, t ∈ R＋^N}, then we consider the HSlder conditions for the local times.展开更多
基金Supported by the National Natural Science Foundation of China(No.10571159)Specialized Research Fund for the Doctor Program of Higher Education(No.2002335090)
文摘In this paper, we introduce a class of Gaussian processes Y={Y（t）：t∈R^N},the so called hifractional Brownian motion with the indcxes H=（H1,…,HN）and α. We consider the （N, d, H, α） Gaussian random field x（t） = （x1 （t）,..., xd（t））,where X1 （t）,…, Xd（t） are independent copies of Y（t）, At first we show the existence and join continuity of the local times of X = {X（t）, t ∈ R＋^N}, then we consider the HSlder conditions for the local times.
