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Local times of multifractional Brownian sheets

Abstract

Denote by H(t)=(H1(t),...,HN(t))H(t)=(H_1(t),...,H_N(t)) a function in tR+Nt\in{\mathbb{R}}_+^N with values in (0,1)N(0,1)^N. Let {BH(t)(t)}={BH(t)(t),tR+N}\{B^{H(t)}(t)\}=\{B^{H(t)}(t),t\in{\mathbb{R}}^N_+\} be an (N,d)(N,d)-multifractional Brownian sheet (mfBs) with Hurst functional H(t)H(t). Under some regularity conditions on the function H(t)H(t), we prove the existence, joint continuity and the H\"{o}lder regularity of the local times of {BH(t)(t)}\{B^{H(t)}(t)\}. We also determine the Hausdorff dimensions of the level sets of {BH(t)(t)}\{B^{H(t)}(t)\}. Our results extend the corresponding results for fractional Brownian sheets and multifractional Brownian motion to multifractional Brownian sheets.

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