On the local time of multifractional Brownian motion

摘要

Let (B{sup}(H(t))(t),t ∈ R{sup}+) be a multifractional Brownian motion (mBm) with Hurst functional H(.) ∈ C{sup}β(R{sup}+,(0,1)). Under mild regularity conditions on H, the existence, the joint continuity and the Holder regularity of the local time of B{sup}H are proved. The local Hausdorff dimension of the level sets of B{sup}H is determined.