SMS scnews item created by John Ormerod at Wed 17 Sep 2014 1243
Type: Seminar
Distribution: World
Expiry: 27 Sep 2014
Calendar1: 26 Sep 2014 1400-1500
CalLoc1: Carslaw 173
Auth: jormerod@pjormerod4.pc (assumed)

# Statistics Seminar: Dongsheng Wu (University of Alabama) -- Regularity of Local Times of Fractional Brownian Sheets

Abstract:

As typical anisotropic Gaussian random fields, fractional Brownian sheets
have been intensively studied in recent years. In this talk, we study the
regularity of local times of fractional Brownian sheets, including the
existence, joint continuity and smoothness (in the Meyer-Watanabe sense)
of the local times. As applications, we derive regularity results of their
collision local times, intersection local times and self-intersection
local times. The main tools applied in our derivation are sectorial local
nondeterminism of fractional Brownian sheets, Fourier analysis and chaos
expansion of the local times.

This talk is based on joint works with A. Ayache, Z. Chen and Y. Xiao.


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