We establish estimates for the local and uniform moduli of continuity of the local time of multifractional Brownian motion, BH=(BH(t)(t), t∈ℝ+). An analogue of Chung’s law of the iterated logarithm is studied for BH and used to obtain the pointwise Hölder exponent of the local time. A kind of local asymptotic self-similarity is proved to be satisfied by the local time of BH.
"Sample path properties of the local time of multifractional Brownian motion." Bernoulli 13 (3) 849 - 867, August 2007. https://doi.org/10.3150/07-BEJ6140