Local times of fractional Brownian sheets

By Yimin Xiao, Tusheng Zhang. 2002

77 citations recorded by the source corpus.

Subfields: Finance, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/be40c0c9700d383e2c36e02d89f4ccb350e44577

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Yimin Xiao
2. Dongsheng Wu
3. Antoine Ayache
4. Davar Khoshnevisan
5. Hermine Bierm'e
6. C. Lacaux

In Mathematical Physics

1. Yimin Xiao
2. Dongsheng Wu
3. Antoine Ayache
4. Davar Khoshnevisan

Citations in the corpus

• Geometric Properties of Fractional Brownian Sheets (2007, background): “Xiao and Zhang [49] studied the existence of local times of an (N, d)-fractional Brownian sheet BH and proved a sufficient condition for the joint continuity of the local times.”
• Joint continuity of the local times of fractional Brownian sheets (2008, methodology): “This verifies a conjecture of Xiao and Zhang (Probab.”