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


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.