Hölder properties of local times for fractional Brownian motions

@article{Baraka2009HlderPO,
  title={H{\"o}lder properties of local times for fractional Brownian motions},
  author={D. Baraka and T. Mountford and Yimin Xiao},
  journal={Metrika},
  year={2009},
  volume={69},
  pages={125-152}
}
We study the local times of fractional Brownian motions for all temporal dimensions, N, spatial dimensions d and Hurst parameters H for which local times exist. We establish a Hölder continuity result that is a refinement of Xiao (Probab Th Rel Fields 109:129–157, 1997). Our approach is an adaptation of the more general attack of Xiao (Probab Th Rel Fields 109:129–157, 1997) using ideas of Baraka and Mountford (1997, to appear), the principal result of this latter paper is contained in this… Expand
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